+8,425.6%
PWR vs MRSH
+1,184.7%
+7,240.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.9% |
| 7D | +2.7% | -5.9% | +8.5% | +5.7% |
| 30D | -5.1% | -7.3% | +2.2% | -1.8% |
| 3M | -9.4% | +7.4% | -16.8% | -14.4% |
| 6M | +10.4% | -0.7% | +11.1% | +7.2% |
| YTD | +48.6% | -3.2% | +51.8% | +44.8% |
| 1Y | +68.0% | -10.6% | +78.6% | +69.5% |
| 3Y | +204.7% | -4.6% | +209.3% | +191.9% |
| 5Y | +451.9% | +19.3% | +432.7% | +366.7% |
| 10Y | +2,425.3% | +217.3% | +2,208.1% | +1,161.1% |
| All | +8,425.6% | +1,184.7% | +7,240.9% | +2,194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling