+17.9%
PG vs MRSH
+17.6%
+0.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +4.1% | +6.3% | -2.2% | +2.6% |
| 30D | +13.3% | +21.9% | -8.6% | +9.0% |
| 3M | +14.6% | +9.4% | +5.2% | +12.3% |
| 6M | +17.0% | +25.9% | -9.0% | +11.5% |
| YTD | +20.0% | +14.7% | +5.3% | +16.6% |
| 1Y | +17.9% | +19.3% | -1.3% | +11.4% |
| All | +17.9% | +17.6% | +0.3% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling