+272.8%
MRSH vs DOC
+15.7%
+257.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +2.1% | +6.5% | -4.4% | +0.3% |
| 30D | +17.9% | +9.2% | +8.8% | +15.0% |
| 3M | +6.6% | -2.5% | +9.1% | +7.2% |
| 6M | +26.4% | +7.1% | +19.3% | +23.8% |
| YTD | +12.8% | +33.0% | -20.2% | +2.6% |
| 1Y | +18.5% | +23.3% | -4.7% | +10.3% |
| 3Y | +10.9% | +44.9% | -34.1% | -4.3% |
| 5Y | +37.5% | -21.6% | +59.1% | +45.0% |
| All | +272.8% | +15.7% | +257.1% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling