+20.2%
MRSH vs MDY
+46.3%
-26.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -4.8% | -1.9% | -2.9% | -4.0% |
| 30D | -6.3% | -4.6% | -1.7% | -4.4% |
| 3M | +5.8% | -1.2% | +7.0% | +6.1% |
| 6M | +2.8% | +9.2% | -6.4% | -2.0% |
| YTD | -3.1% | +13.1% | -16.2% | -9.4% |
| 1Y | -11.3% | +13.0% | -24.3% | -17.1% |
| 3Y | -5.0% | +49.2% | -54.2% | -25.7% |
| All | +20.2% | +46.3% | -26.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling