+3,262.1%
MRSH vs ECL
+12,677.8%
-9,415.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | -5.9% | -2.7% | -3.1% | -4.7% |
| 30D | -7.3% | -4.3% | -3.0% | -5.6% |
| 3M | +7.4% | +3.2% | +4.2% | +5.9% |
| 6M | -0.7% | -2.9% | +2.2% | 0.0% |
| YTD | -3.2% | +4.3% | -7.4% | -5.6% |
| 1Y | -10.6% | +1.6% | -12.3% | -12.0% |
| 3Y | -4.6% | +54.3% | -58.8% | -22.5% |
| 5Y | +19.3% | +26.5% | -7.2% | +3.6% |
| 10Y | +217.3% | +155.6% | +61.7% | +98.5% |
| All | +3,262.1% | +12,677.8% | -9,415.7% | +545.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling