+20.2%
MRSH vs TRMB
-39.0%
+59.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.6% |
| 7D | -4.8% | -3.0% | -1.7% | -4.0% |
| 30D | -6.3% | +2.3% | -8.7% | -6.9% |
| 3M | +5.8% | +15.3% | -9.5% | +2.2% |
| 6M | +2.8% | -14.7% | +17.5% | +6.1% |
| YTD | -3.1% | -26.4% | +23.3% | +3.3% |
| 1Y | -11.3% | -30.4% | +19.1% | -4.4% |
| 3Y | -5.0% | +13.5% | -18.5% | -12.8% |
| All | +20.2% | -39.0% | +59.2% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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