+8.5%
PM vs MRSH
+0.1%
+8.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.7% |
| 7D | -1.3% | -3.8% | +2.5% | -0.6% |
| 30D | -2.6% | -5.8% | +3.3% | -1.5% |
| 3M | +5.8% | +11.7% | -5.9% | +5.0% |
| All | +8.5% | +0.1% | +8.3% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling