+3,431.3%
MRSH vs PPL
+2,096.5%
+1,334.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | +2.7% | -6.2% | -4.5% |
| 30D | -3.0% | +0.5% | -3.5% | -3.2% |
| 3M | +15.8% | +0.7% | +15.2% | +15.4% |
| 6M | +1.6% | -7.6% | +9.2% | +4.1% |
| YTD | +1.7% | +1.8% | -0.1% | +0.6% |
| 1Y | -8.0% | -0.8% | -7.3% | -8.2% |
| 3Y | -0.3% | +56.9% | -57.1% | -15.9% |
| 5Y | +25.9% | +39.5% | -13.6% | +10.2% |
| 10Y | +222.0% | +55.4% | +166.6% | +162.6% |
| All | +3,431.3% | +2,096.5% | +1,334.8% | +943.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling