+4,537.3%
RCL vs MRSH
+2,605.6%
+1,931.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +1.5% |
| 7D | -0.5% | -3.8% | +3.3% | +1.9% |
| 30D | -17.3% | -5.8% | -11.5% | -14.3% |
| 3M | -2.8% | +11.7% | -14.5% | -9.9% |
| 6M | -4.4% | -0.3% | -4.1% | -6.3% |
| YTD | -4.2% | -1.1% | -3.0% | -5.8% |
| 1Y | -23.4% | -9.5% | -13.9% | -20.5% |
| 3Y | +179.4% | -2.6% | +182.0% | +173.0% |
| 5Y | +238.8% | +22.7% | +216.0% | +188.1% |
| 10Y | +350.2% | +214.6% | +135.6% | +128.3% |
| All | +4,537.3% | +2,605.6% | +1,931.7% | +914.0% |
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