+8.7%
MRSH vs DOC
+54.0%
-45.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +1.6% | +4.3% | -2.7% | +1.1% |
| 30D | +17.7% | +9.2% | +8.6% | +16.6% |
| 3M | +9.1% | -0.8% | +9.9% | +9.0% |
| 6M | +28.2% | +7.1% | +21.1% | +27.4% |
| YTD | +14.0% | +34.0% | -20.0% | +10.7% |
| 1Y | +18.7% | +23.2% | -4.5% | +16.6% |
| 3Y | +8.7% | +53.6% | -44.9% | +10.9% |
| All | +8.7% | +54.0% | -45.2% | +10.9% |
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