-5.0%
MRSH vs TD
+127.3%
-132.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | -6.3% | -1.9% | -4.4% | -6.2% |
| 3M | +5.8% | +4.8% | +1.1% | +5.0% |
| 6M | +2.8% | +28.0% | -25.2% | -1.4% |
| YTD | -3.1% | +30.3% | -33.4% | -7.4% |
| 1Y | -11.3% | +59.8% | -71.0% | -18.3% |
| 3Y | -5.0% | +124.7% | -129.7% | -18.7% |
| All | -5.0% | +127.3% | -132.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling