-15.2%
RDW vs MRSH
+17.6%
-32.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -0.5% | -19.4% | -20.1% |
| 7D | -32.4% | +6.3% | -38.7% | -29.7% |
| 30D | -41.7% | +21.9% | -63.7% | -34.5% |
| 3M | -42.3% | +9.4% | -51.6% | -38.4% |
| 6M | -28.8% | +25.9% | -54.7% | -18.7% |
| YTD | -18.6% | +14.7% | -33.2% | -5.8% |
| 1Y | -15.2% | +19.3% | -34.5% | -6.6% |
| All | -15.2% | +17.6% | -32.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling