-5.0%
MRSH vs ECL
+56.3%
-61.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -4.8% | -1.1% | -3.6% | -4.4% |
| 30D | -6.3% | -0.8% | -5.5% | -6.1% |
| 3M | +5.8% | +5.0% | +0.8% | +4.2% |
| 6M | +2.8% | +0.2% | +2.5% | +2.6% |
| YTD | -3.1% | +5.8% | -8.9% | -5.3% |
| 1Y | -11.3% | +1.5% | -12.8% | -12.1% |
| 3Y | -5.0% | +55.0% | -60.0% | -16.5% |
| All | -5.0% | +56.3% | -61.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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