+20.2%
MRSH vs NUE
+146.6%
-126.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -4.8% | -0.6% | -4.1% | -4.7% |
| 30D | -6.3% | -4.6% | -1.8% | -5.8% |
| 3M | +5.8% | -0.3% | +6.1% | +5.6% |
| 6M | +2.8% | +51.9% | -49.1% | -4.6% |
| YTD | -3.1% | +60.0% | -63.1% | -11.0% |
| 1Y | -11.3% | +82.9% | -94.2% | -20.5% |
| 3Y | -5.0% | +66.0% | -70.9% | -15.3% |
| All | +20.2% | +146.6% | -126.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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