+35.8%
MRSH vs PPL
+47.4%
-11.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +17.7% | +4.3% | +13.4% | +15.7% |
| 3M | +9.1% | +2.9% | +6.2% | +7.7% |
| 6M | +28.2% | +1.1% | +27.1% | +27.3% |
| YTD | +14.0% | +4.5% | +9.5% | +11.0% |
| 1Y | +18.7% | +0.1% | +18.6% | +17.8% |
| 3Y | +8.7% | +55.7% | -46.9% | -12.4% |
| 5Y | +35.8% | +47.6% | -11.8% | +10.7% |
| All | +35.8% | +47.4% | -11.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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