+19.1%
MRSH vs D
+4.0%
+15.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -5.9% | -0.4% | -5.4% | -5.7% |
| 30D | -7.3% | -2.1% | -5.2% | -6.8% |
| 3M | +7.4% | -0.7% | +8.2% | +7.6% |
| 6M | -0.7% | +5.6% | -6.2% | -2.5% |
| YTD | -3.2% | +14.6% | -17.7% | -7.3% |
| 1Y | -10.6% | +15.3% | -26.0% | -14.7% |
| 3Y | -4.6% | +59.1% | -63.7% | -17.5% |
| All | +19.1% | +4.0% | +15.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 5y: compounded portfolio wealth divided by compounded D 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…
5y analysis · Full analysis span regression · 6 months rolling