+211.7%
MRSH vs PTC
+205.0%
+6.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -4.8% | -7.3% | +2.5% | -3.0% |
| 30D | -6.3% | -11.6% | +5.3% | -3.7% |
| 3M | +5.8% | +10.5% | -4.7% | +3.0% |
| 6M | +2.8% | -17.8% | +20.6% | +6.8% |
| YTD | -3.1% | -24.9% | +21.8% | +2.6% |
| 1Y | -11.3% | -36.8% | +25.6% | -2.2% |
| 3Y | -5.0% | -8.7% | +3.8% | -6.4% |
| 5Y | +19.2% | +4.1% | +15.1% | +11.5% |
| All | +211.7% | +205.0% | +6.7% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling