+1,119.4%
MRSH vs CVE
+62.6%
+1,056.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.5% | -10.1% | +9.6% | +0.8% |
| 30D | +16.3% | -12.1% | +28.4% | +18.1% |
| 3M | +7.3% | -1.9% | +9.1% | +7.1% |
| 6M | +26.6% | -1.8% | +28.5% | +26.1% |
| YTD | +12.6% | +65.8% | -53.2% | +3.8% |
| 1Y | +16.0% | +60.8% | -44.9% | +7.3% |
| 3Y | +8.8% | +70.1% | -61.3% | -1.9% |
| 5Y | +34.3% | +134.8% | -100.5% | +11.9% |
| 10Y | +261.9% | +130.1% | +131.8% | +166.4% |
| All | +1,119.4% | +62.6% | +1,056.7% | +816.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 all: compounded portfolio wealth divided by compounded CVE 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…
all analysis · Full analysis span regression · 6 months rolling