-4.8%
MRSH vs CRL
+36.0%
-40.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | -5.9% | -6.9% | +1.0% | -5.6% |
| 30D | -7.3% | -3.2% | -4.1% | -7.1% |
| 3M | +6.7% | +46.5% | -39.9% | +4.6% |
| 6M | +3.0% | +63.1% | -60.1% | +0.3% |
| YTD | -2.9% | +36.9% | -39.8% | -4.8% |
| 1Y | -9.0% | +78.1% | -87.1% | -12.0% |
| All | -4.8% | +36.0% | -40.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling