+3,332.0%
MRSH vs PTC
+5,991.9%
-2,659.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -2.1% |
| 7D | -3.8% | -12.8% | +9.0% | -2.0% |
| 30D | -5.8% | -9.8% | +4.0% | -4.6% |
| 3M | +11.7% | -2.1% | +13.8% | +11.7% |
| 6M | -0.3% | -18.1% | +17.8% | +2.0% |
| YTD | -1.1% | -23.5% | +22.4% | +1.9% |
| 1Y | -9.5% | -37.4% | +27.9% | -4.2% |
| 3Y | -2.6% | -7.2% | +4.7% | -3.0% |
| 5Y | +22.7% | +2.7% | +20.1% | +19.7% |
| 10Y | +214.6% | +203.4% | +11.1% | +160.7% |
| All | +3,332.0% | +5,991.9% | -2,659.9% | +1,516.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling