+3,857.3%
MRSH vs PPL
+2,153.2%
+1,704.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| 3M | +9.1% | +2.9% | +6.2% | +7.9% |
| 6M | +28.2% | +1.1% | +27.1% | +27.5% |
| YTD | +14.0% | +4.5% | +9.5% | +11.7% |
| 1Y | +18.7% | +0.1% | +18.6% | +18.0% |
| 3Y | +8.7% | +55.7% | -46.9% | -8.0% |
| 5Y | +35.8% | +47.6% | -11.8% | +16.5% |
| 10Y | +261.6% | +66.8% | +194.8% | +188.2% |
| All | +3,857.3% | +2,153.2% | +1,704.1% | +1,059.0% |
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