-4.8%
MRSH vs PTC
-10.7%
+5.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.9% | -14.2% | +8.3% | -3.4% |
| 30D | -7.3% | -14.4% | +7.1% | -4.8% |
| 3M | +6.7% | -4.7% | +11.4% | +6.8% |
| 6M | +3.0% | -19.3% | +22.3% | +5.5% |
| YTD | -2.9% | -26.1% | +23.2% | +0.7% |
| 1Y | -9.0% | -37.1% | +28.1% | -3.2% |
| All | -4.8% | -10.7% | +5.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling