+20.2%
MRSH vs TD
+125.7%
-105.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | -6.3% | -1.9% | -4.4% | -5.9% |
| 3M | +5.8% | +4.8% | +1.1% | +4.0% |
| 6M | +2.8% | +28.0% | -25.2% | -5.4% |
| YTD | -3.1% | +30.3% | -33.4% | -11.5% |
| 1Y | -11.3% | +59.8% | -71.0% | -24.4% |
| 3Y | -5.0% | +124.7% | -129.7% | -29.3% |
| All | +20.2% | +125.7% | -105.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling