+3,431.3%
MRSH vs DOC
+2,974.4%
+456.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -3.6% | -1.5% | -2.1% | -3.2% |
| 30D | -3.0% | -4.8% | +1.8% | -1.7% |
| 3M | +15.8% | +6.9% | +8.9% | +13.6% |
| 6M | +1.6% | +20.7% | -19.2% | -4.7% |
| YTD | +1.7% | +34.1% | -32.4% | -7.6% |
| 1Y | -8.0% | +22.6% | -30.7% | -14.5% |
| 3Y | -0.3% | +20.8% | -21.1% | -8.7% |
| 5Y | +25.9% | -24.9% | +50.8% | +31.7% |
| 10Y | +222.0% | -1.8% | +223.8% | +196.5% |
| All | +3,431.3% | +2,974.4% | +456.9% | +1,358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling