+405.1%
MP vs PGR
+218.2%
+186.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.7% |
| 7D | -7.4% | -0.6% | -6.8% | -7.3% |
| 30D | -6.7% | +4.9% | -11.6% | -7.4% |
| 3M | -11.7% | +7.6% | -19.3% | -13.2% |
| 6M | -18.9% | +8.3% | -27.1% | -20.6% |
| YTD | 0.0% | +1.7% | -1.8% | -1.1% |
| 1Y | -19.9% | -6.8% | -13.0% | -19.3% |
| 3Y | +133.4% | +73.4% | +60.0% | +92.0% |
| 5Y | +48.1% | +161.2% | -113.1% | +5.2% |
| All | +405.1% | +218.2% | +186.9% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling