+539.3%
MRSH vs ZBH
+265.6%
+273.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +1.0% |
| 7D | -5.9% | -6.6% | +0.6% | -3.8% |
| 30D | -7.3% | -4.9% | -2.4% | -5.8% |
| 3M | +6.7% | +5.1% | +1.5% | +4.8% |
| 6M | +3.0% | +1.3% | +1.6% | +1.8% |
| YTD | -2.9% | +3.4% | -6.3% | -4.7% |
| 1Y | -9.0% | -8.7% | -0.3% | -7.6% |
| 3Y | -4.3% | -21.2% | +16.9% | +0.1% |
| 5Y | +19.4% | -29.2% | +48.6% | +27.6% |
| 10Y | +218.1% | -17.5% | +235.5% | +204.7% |
| All | +539.3% | +265.6% | +273.7% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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