+8.8%
MRSH vs PL
+544.4%
-535.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.5% | -14.7% | -0.2% |
| 7D | -0.5% | +10.9% | -11.4% | -0.5% |
| 30D | +16.3% | -16.4% | +32.6% | +16.4% |
| 3M | +7.3% | -39.9% | +47.2% | +7.6% |
| 6M | +26.6% | -63.2% | +89.8% | +27.5% |
| YTD | +12.6% | -27.1% | +39.7% | +11.6% |
| 1Y | +16.0% | +12.2% | +3.8% | +13.7% |
| 3Y | +8.8% | +584.3% | -575.5% | +1.8% |
| All | +8.8% | +544.4% | -535.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling