+561.0%
MRSH vs PBF
+315.7%
+245.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -5.9% | +1.4% | -7.2% | -6.0% |
| 30D | -7.3% | +15.8% | -23.2% | -8.4% |
| 3M | +7.4% | +90.3% | -82.8% | +2.0% |
| 6M | -0.7% | +102.8% | -103.5% | -6.4% |
| YTD | -3.2% | +187.3% | -190.5% | -11.4% |
| 1Y | -10.6% | +161.8% | -172.5% | -18.0% |
| 3Y | -4.6% | +55.5% | -60.0% | -10.6% |
| 5Y | +19.3% | +801.9% | -782.6% | -7.5% |
| 10Y | +217.3% | +362.2% | -145.0% | +130.0% |
| All | +561.0% | +315.7% | +245.3% | +366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling