+211.7%
MRSH vs ENB
+92.6%
+119.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.1% |
| 7D | -4.8% | -4.7% | -0.1% | -3.2% |
| 30D | -6.3% | -5.9% | -0.5% | -4.4% |
| 3M | +5.8% | -14.2% | +20.1% | +11.4% |
| 6M | +2.8% | -8.6% | +11.4% | +5.6% |
| YTD | -3.1% | +3.9% | -7.0% | -5.2% |
| 1Y | -11.3% | +1.8% | -13.1% | -12.6% |
| 3Y | -5.0% | +68.5% | -73.5% | -22.6% |
| 5Y | +19.2% | +62.4% | -43.2% | -2.2% |
| All | +211.7% | +92.6% | +119.1% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling