+211.7%
MRSH vs MKC
+29.9%
+181.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.8% | -1.5% | -3.3% | -4.3% |
| 30D | -6.3% | -3.1% | -3.2% | -5.5% |
| 3M | +5.8% | +5.2% | +0.6% | +4.1% |
| 6M | +2.8% | -12.8% | +15.6% | +6.6% |
| YTD | -3.1% | -23.3% | +20.2% | +4.0% |
| 1Y | -11.3% | -24.1% | +12.8% | -4.6% |
| 3Y | -5.0% | -32.1% | +27.1% | +4.8% |
| 5Y | +19.2% | -32.8% | +52.0% | +30.0% |
| All | +211.7% | +29.9% | +181.8% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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