+32.8%
PFE vs MRSH
+218.8%
-186.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.6% | -4.8% | +2.2% | -0.7% |
| 30D | +5.4% | -6.3% | +11.7% | +8.0% |
| 3M | +7.8% | +5.8% | +2.0% | +5.1% |
| 6M | +5.0% | +2.8% | +2.2% | +3.1% |
| YTD | +17.1% | -3.1% | +20.2% | +17.3% |
| 1Y | +19.3% | -11.3% | +30.6% | +23.7% |
| 3Y | -0.9% | -5.0% | +4.0% | -1.0% |
| 5Y | -20.8% | +19.2% | -40.0% | -29.5% |
| All | +32.8% | +218.8% | -186.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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