+3,194.5%
MRSH vs MLM
+3,017.4%
+177.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.4% | -5.8% | +4.5% | +0.3% |
| 30D | +17.5% | +9.8% | +7.7% | +14.5% |
| 3M | +9.1% | -5.2% | +14.3% | +10.6% |
| 6M | +29.9% | -10.3% | +40.2% | +33.1% |
| YTD | +14.3% | -15.5% | +29.8% | +18.4% |
| 1Y | +16.6% | -15.0% | +31.6% | +20.5% |
| 3Y | +9.1% | +17.5% | -8.4% | +1.3% |
| 5Y | +36.4% | +30.5% | +5.8% | +21.5% |
| 10Y | +262.7% | +145.5% | +117.2% | +153.2% |
| All | +3,194.5% | +3,017.4% | +177.1% | +914.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling