+186.2%
MRSH vs DOCU
+104.2%
+82.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | +2.1% | -5.5% | +7.6% | +2.7% |
| 30D | +17.9% | +12.6% | +5.3% | +16.6% |
| 3M | +6.6% | +36.4% | -29.8% | +3.2% |
| 6M | +26.4% | +66.8% | -40.4% | +19.9% |
| YTD | +12.8% | +13.5% | -0.6% | +10.4% |
| 1Y | +18.5% | +11.3% | +7.2% | +16.1% |
| 3Y | +10.9% | +92.1% | -81.2% | +0.5% |
| 5Y | +37.5% | -71.0% | +108.5% | +41.2% |
| All | +186.2% | +104.2% | +82.0% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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