+260.4%
MRSH vs MLM
+140.0%
+120.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.3% |
| 30D | +16.2% | +9.5% | +6.7% | +13.4% |
| 3M | +9.5% | -4.7% | +14.3% | +10.8% |
| 6M | +27.3% | -10.7% | +38.0% | +30.4% |
| YTD | +13.3% | -16.6% | +29.9% | +17.5% |
| 1Y | +15.0% | -15.4% | +30.4% | +18.7% |
| 3Y | +8.1% | +15.9% | -7.8% | +0.6% |
| 5Y | +33.7% | +27.1% | +6.6% | +18.9% |
| All | +260.4% | +140.0% | +120.5% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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