+48.5%
MRSH vs PCOR
-30.9%
+79.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.9% |
| 7D | -3.6% | -9.0% | +5.4% | -2.5% |
| 30D | -3.0% | +4.2% | -7.2% | -3.6% |
| 3M | +15.8% | +14.4% | +1.4% | +13.5% |
| 6M | +1.6% | +0.2% | +1.4% | +0.5% |
| YTD | +1.7% | -20.3% | +22.0% | +2.9% |
| 1Y | -8.0% | -16.1% | +8.1% | -7.8% |
| 3Y | -0.3% | -14.7% | +14.4% | -2.3% |
| 5Y | +25.9% | -43.2% | +69.1% | +20.1% |
| All | +48.5% | -30.9% | +79.5% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling