+3,262.1%
MRSH vs RRC
+1,194.1%
+2,067.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -5.9% | -1.7% | -4.1% | -5.7% |
| 30D | -7.3% | +3.6% | -10.9% | -7.6% |
| 3M | +7.4% | +8.8% | -1.4% | +6.7% |
| 6M | -0.7% | +0.8% | -1.5% | -0.9% |
| YTD | -3.2% | +19.0% | -22.1% | -4.6% |
| 1Y | -10.6% | +22.9% | -33.5% | -12.2% |
| 3Y | -4.6% | +32.3% | -36.9% | -7.5% |
| 5Y | +19.3% | +151.6% | -132.3% | +8.1% |
| 10Y | +217.3% | +5.5% | +211.7% | +182.9% |
| All | +3,262.1% | +1,194.1% | +2,067.9% | +2,368.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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