-11.3%
MRSH vs CPB
-33.6%
+22.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.8% | -1.8% | -3.0% | -4.5% |
| 30D | -6.3% | -7.1% | +0.8% | -5.2% |
| 3M | +5.8% | -6.0% | +11.9% | +6.5% |
| 6M | +2.8% | -5.3% | +8.1% | +3.2% |
| YTD | -3.1% | -20.8% | +17.7% | -2.4% |
| 1Y | -11.3% | -33.8% | +22.6% | -9.1% |
| All | -11.3% | -33.6% | +22.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling