+36.4%
MRSH vs PCOR
-15.7%
+52.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | +17.5% | +37.9% | -20.3% | +12.6% |
| 3M | +9.1% | +32.0% | -22.8% | +4.9% |
| 6M | +29.9% | +54.7% | -24.8% | +21.8% |
| YTD | +14.3% | +6.6% | +7.7% | +11.2% |
| 1Y | +16.6% | -1.7% | +18.3% | +14.4% |
| 3Y | +9.1% | +49.0% | -39.9% | -1.4% |
| 5Y | +36.4% | -12.5% | +48.9% | +27.0% |
| All | +36.4% | -15.7% | +52.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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