+3,833.4%
MRSH vs PPL
+2,121.0%
+1,712.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -1.8% | -2.2% | +0.4% | -1.0% |
| 30D | +16.2% | +1.7% | +14.5% | +15.5% |
| 3M | +9.5% | +0.1% | +9.4% | +9.4% |
| 6M | +27.3% | -1.5% | +28.9% | +27.8% |
| YTD | +13.3% | +3.0% | +10.3% | +11.6% |
| 1Y | +15.0% | -1.4% | +16.4% | +15.0% |
| 3Y | +8.1% | +53.5% | -45.4% | -8.1% |
| 5Y | +33.7% | +46.4% | -12.7% | +15.1% |
| 10Y | +259.5% | +64.3% | +195.3% | +188.1% |
| All | +3,833.4% | +2,121.0% | +1,712.3% | +1,057.9% |
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