-18.7%
MRSH vs MULL
+2,366.2%
-2,384.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.3% | +9.6% | -0.1% |
| 7D | -5.9% | +3.6% | -9.5% | -5.7% |
| 30D | -7.3% | +22.0% | -29.3% | -6.4% |
| 3M | +6.7% | -8.6% | +15.3% | +7.8% |
| 6M | +3.0% | +248.5% | -245.5% | +6.9% |
| YTD | -2.9% | +516.3% | -519.2% | +1.3% |
| 1Y | -9.0% | +2,036.6% | -2,045.6% | -6.0% |
| All | -18.7% | +2,366.2% | -2,384.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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