+211.7%
MRSH vs PBF
+374.8%
-163.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -4.8% | +5.3% | -10.1% | -5.1% |
| 30D | -6.3% | +11.7% | -18.1% | -7.1% |
| 3M | +5.8% | +91.1% | -85.3% | +0.8% |
| 6M | +2.8% | +88.4% | -85.6% | -2.2% |
| YTD | -3.1% | +194.1% | -197.2% | -10.9% |
| 1Y | -11.3% | +180.4% | -191.7% | -18.5% |
| 3Y | -5.0% | +59.3% | -64.3% | -10.7% |
| 5Y | +19.2% | +816.3% | -797.1% | -6.4% |
| All | +211.7% | +374.8% | -163.2% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling