+22.2%
PLD vs MRSH
-4.9%
+27.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -0.7% | -5.9% | +5.2% | +1.2% |
| 30D | -2.2% | -7.3% | +5.1% | 0.0% |
| 3M | -7.4% | +7.4% | -14.8% | -9.7% |
| 6M | +1.9% | -0.7% | +2.6% | +1.7% |
| YTD | +7.9% | -3.2% | +11.1% | +8.4% |
| 1Y | +25.1% | -10.6% | +35.7% | +29.7% |
| All | +22.2% | -4.9% | +27.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling