+211.7%
MRSH vs RY
+377.3%
-165.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -2.2% | -2.5% | -3.7% |
| 30D | -6.3% | -3.6% | -2.8% | -4.7% |
| 3M | +5.8% | +3.9% | +1.9% | +3.3% |
| 6M | +2.8% | +26.4% | -23.6% | -9.6% |
| YTD | -3.1% | +22.3% | -25.4% | -13.5% |
| 1Y | -11.3% | +43.7% | -55.0% | -27.5% |
| 3Y | -5.0% | +154.0% | -158.9% | -44.3% |
| 5Y | +19.2% | +137.6% | -118.4% | -28.1% |
| All | +211.7% | +377.3% | -165.6% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling