+17.9%
PM vs MRSH
-9.2%
+27.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +4.7% | -4.8% | +9.4% | +5.6% |
| 30D | +2.6% | -6.3% | +8.9% | +3.9% |
| 3M | +6.6% | +5.8% | +0.8% | +5.7% |
| 6M | +16.5% | +2.8% | +13.7% | +15.5% |
| YTD | +21.2% | -3.1% | +24.3% | +21.9% |
| 1Y | +17.9% | -11.3% | +29.2% | +19.9% |
| All | +17.9% | -9.2% | +27.2% | +19.9% |
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