-18.6%
MP vs PGR
-6.7%
-11.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.4% |
| 7D | -4.6% | -3.4% | -1.1% | -5.8% |
| 30D | -7.1% | +1.8% | -8.9% | -6.4% |
| 3M | -4.0% | +5.9% | -9.9% | -1.2% |
| 6M | -16.7% | +4.6% | -21.2% | -14.2% |
| YTD | +1.6% | +1.1% | +0.5% | +5.4% |
| All | -18.6% | -6.7% | -11.9% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling