+3,270.6%
MRSH vs ROK
+15,389.9%
-12,119.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -5.9% | -1.6% | -4.3% | -5.5% |
| 30D | -7.3% | -5.4% | -1.9% | -5.8% |
| 3M | +6.7% | -4.0% | +10.6% | +7.2% |
| 6M | +3.0% | +13.3% | -10.3% | -2.1% |
| YTD | -2.9% | +9.3% | -12.3% | -7.0% |
| 1Y | -9.0% | +25.8% | -34.8% | -16.7% |
| 3Y | -4.3% | +49.1% | -53.4% | -19.8% |
| 5Y | +19.4% | +45.9% | -26.4% | -1.1% |
| 10Y | +218.1% | +349.9% | -131.8% | +79.8% |
| All | +3,270.6% | +15,389.9% | -12,119.3% | +589.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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