+22.7%
MRSH vs MLM
+43.0%
-20.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -3.8% | +1.4% | -5.2% | -4.2% |
| 30D | -5.8% | -6.5% | +0.7% | -4.0% |
| 3M | +11.7% | -7.4% | +19.1% | +13.7% |
| 6M | -0.3% | -15.8% | +15.5% | +4.0% |
| YTD | -1.1% | -17.4% | +16.3% | +3.3% |
| 1Y | -9.5% | -17.9% | +8.4% | -5.3% |
| 3Y | -2.6% | +18.9% | -21.4% | -13.8% |
| 5Y | +22.7% | +43.4% | -20.7% | -2.1% |
| All | +22.7% | +43.0% | -20.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling