+22.7%
MRSH vs PPL
+39.3%
-16.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -3.8% | +1.8% | -5.5% | -4.5% |
| 30D | -5.8% | -1.1% | -4.7% | -5.4% |
| 3M | +11.7% | 0.0% | +11.7% | +11.5% |
| 6M | -0.3% | -7.6% | +7.3% | +2.8% |
| YTD | -1.1% | +1.7% | -2.9% | -2.6% |
| 1Y | -9.5% | +1.5% | -11.0% | -10.7% |
| 3Y | -2.6% | +55.3% | -57.8% | -21.5% |
| 5Y | +22.7% | +37.7% | -15.0% | +4.2% |
| All | +22.7% | +39.3% | -16.6% | +4.2% |
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