+261.9%
MRSH vs DOC
+21.1%
+240.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | -0.5% | +5.9% | -6.3% | -2.1% |
| 30D | +16.3% | +10.3% | +6.0% | +13.1% |
| 3M | +7.3% | -2.2% | +9.5% | +7.8% |
| 6M | +26.6% | +8.2% | +18.4% | +23.6% |
| YTD | +12.6% | +35.4% | -22.8% | +1.8% |
| 1Y | +16.0% | +23.6% | -7.6% | +7.8% |
| 3Y | +8.8% | +57.3% | -48.5% | -8.6% |
| 5Y | +34.3% | -19.6% | +53.9% | +40.6% |
| 10Y | +261.9% | +20.8% | +241.0% | +232.2% |
| All | +261.9% | +21.1% | +240.8% | +232.2% |
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