+3,431.3%
MRSH vs D
+2,347.4%
+1,083.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -3.6% | +1.5% | -5.0% | -4.1% |
| 30D | -3.0% | -2.6% | -0.4% | -2.1% |
| 3M | +15.8% | 0.0% | +15.8% | +15.7% |
| 6M | +1.6% | +7.4% | -5.8% | -1.8% |
| YTD | +1.7% | +15.9% | -14.2% | -4.7% |
| 1Y | -8.0% | +18.1% | -26.2% | -14.6% |
| 3Y | -0.3% | +58.4% | -58.6% | -19.4% |
| 5Y | +25.9% | +5.2% | +20.7% | +19.0% |
| 10Y | +222.0% | +35.9% | +186.1% | +164.2% |
| All | +3,431.3% | +2,347.4% | +1,083.9% | +746.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling