+18.5%
MRSH vs DOC
+20.9%
-2.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +2.1% | +6.5% | -4.4% | +1.6% |
| 30D | +17.9% | +9.2% | +8.8% | +17.2% |
| 3M | +6.6% | -2.5% | +9.1% | +6.3% |
| 6M | +26.4% | +7.1% | +19.3% | +26.7% |
| YTD | +12.8% | +33.0% | -20.2% | +12.9% |
| 1Y | +18.5% | +23.3% | -4.7% | +20.6% |
| All | +18.5% | +20.9% | -2.4% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling