+3,262.1%
MRSH vs DD
+932.3%
+2,329.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | -5.9% | -3.8% | -2.1% | -4.8% |
| 30D | -7.3% | -9.2% | +1.9% | -4.7% |
| 3M | +7.4% | -9.0% | +16.4% | +10.1% |
| 6M | -0.7% | -5.0% | +4.3% | -0.3% |
| YTD | -3.2% | +7.4% | -10.5% | -6.6% |
| 1Y | -10.6% | +35.1% | -45.7% | -20.0% |
| 3Y | -4.6% | +43.2% | -47.8% | -18.4% |
| 5Y | +19.3% | +59.6% | -40.4% | -3.0% |
| 10Y | +217.3% | +66.5% | +150.7% | +138.1% |
| All | +3,262.1% | +932.3% | +2,329.8% | +1,193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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