-6.1%
RDW vs MRSH
+18.2%
-24.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | -4.8% | +5.6% | +2.7% |
| 30D | -21.3% | -6.3% | -14.9% | -19.4% |
| 3M | -37.9% | +5.8% | -43.7% | -40.6% |
| 6M | +12.3% | +2.8% | +9.5% | +8.1% |
| YTD | +39.7% | -3.1% | +42.9% | +38.5% |
| 1Y | +25.7% | -11.3% | +36.9% | +31.8% |
| 3Y | +230.8% | -5.0% | +235.8% | +229.8% |
| All | -6.1% | +18.2% | -24.3% | -25.3% |
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 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