-5.0%
MRSH vs JBL
+195.4%
-200.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | +0.2% |
| 7D | -4.8% | +2.4% | -7.2% | -4.6% |
| 30D | -6.3% | -13.1% | +6.8% | -7.2% |
| 3M | +5.8% | -15.6% | +21.4% | +5.1% |
| 6M | +2.8% | +24.6% | -21.8% | +3.6% |
| YTD | -3.1% | +39.6% | -42.7% | -2.1% |
| 1Y | -11.3% | +48.6% | -59.9% | -10.4% |
| 3Y | -5.0% | +197.3% | -202.2% | -5.3% |
| All | -5.0% | +195.4% | -200.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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