+226.6%
RCL vs MRSH
+19.1%
+207.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -2.5% | -5.9% | +3.5% | +1.2% |
| 30D | -15.7% | -7.3% | -8.4% | -11.8% |
| 3M | -3.6% | +6.7% | -10.3% | -8.0% |
| 6M | -8.7% | +3.0% | -11.7% | -12.2% |
| YTD | -6.2% | -2.9% | -3.2% | -6.2% |
| 1Y | -22.9% | -9.0% | -13.9% | -19.2% |
| 3Y | +173.6% | -4.3% | +177.9% | +165.1% |
| 5Y | +226.6% | +19.4% | +207.1% | +145.5% |
| All | +226.6% | +19.1% | +207.5% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling