+920.6%
MRSH vs WPM
+5,810.9%
-4,890.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +3.9% | +0.6% |
| 7D | -5.9% | -3.6% | -2.3% | -5.7% |
| 30D | -7.3% | +12.5% | -19.8% | -8.3% |
| 3M | +6.7% | +40.6% | -33.9% | +3.4% |
| 6M | +3.0% | +0.5% | +2.5% | +2.3% |
| YTD | -2.9% | +29.0% | -31.9% | -6.1% |
| 1Y | -9.0% | +43.8% | -52.8% | -13.1% |
| 3Y | -4.3% | +266.3% | -270.6% | -16.9% |
| 5Y | +19.4% | +255.1% | -235.7% | +3.1% |
| 10Y | +218.1% | +526.8% | -308.7% | +154.1% |
| All | +920.6% | +5,810.9% | -4,890.3% | +560.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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