+230.8%
RDW vs MRSH
-4.9%
+235.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.9% | -4.8% | +5.6% | +1.4% |
| 30D | -21.3% | -6.3% | -14.9% | -20.7% |
| 3M | -37.9% | +5.8% | -43.7% | -39.4% |
| 6M | +12.3% | +2.8% | +9.5% | +10.7% |
| YTD | +39.7% | -3.1% | +42.9% | +41.1% |
| 1Y | +25.7% | -11.3% | +36.9% | +33.9% |
| 3Y | +230.8% | -5.0% | +235.8% | +269.7% |
| All | +230.8% | -4.9% | +235.7% | +269.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling