+3,257.0%
MTZ vs MRSH
+3,332.0%
-75.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.8% | +6.6% | +5.1% |
| 7D | +3.6% | -3.8% | +7.3% | +5.3% |
| 30D | -9.6% | -5.8% | -3.8% | -7.4% |
| 3M | -31.9% | +11.7% | -43.6% | -36.7% |
| 6M | -13.8% | -0.3% | -13.5% | -16.4% |
| YTD | +13.3% | -1.1% | +14.4% | +9.4% |
| 1Y | +39.3% | -9.5% | +48.7% | +39.4% |
| 3Y | +168.3% | -2.6% | +170.9% | +155.1% |
| 5Y | +166.4% | +22.7% | +143.7% | +124.6% |
| 10Y | +739.9% | +214.6% | +525.4% | +350.9% |
| All | +3,257.0% | +3,332.0% | -75.0% | +622.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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