+10.2%
MRSH vs DOC
+44.2%
-33.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +2.1% | +6.5% | -4.4% | +1.4% |
| 30D | +17.9% | +9.2% | +8.8% | +16.8% |
| 3M | +6.0% | -2.5% | +8.5% | +6.1% |
| 6M | +25.7% | +7.1% | +18.6% | +25.0% |
| YTD | +12.2% | +33.0% | -20.8% | +9.1% |
| 1Y | +17.8% | +23.3% | -5.4% | +15.7% |
| 3Y | +10.2% | +44.9% | -34.7% | +11.4% |
| All | +10.2% | +44.2% | -33.9% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling