-34.6%
MP vs PNC
+32.8%
-67.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.8% | -6.8% | -5.7% |
| 7D | -12.5% | +2.3% | -14.8% | -13.2% |
| 30D | -23.3% | +7.0% | -30.3% | -25.1% |
| 3M | -24.4% | -7.3% | -17.1% | -22.5% |
| 6M | -45.8% | +8.9% | -54.7% | -48.7% |
| YTD | -28.9% | +15.5% | -44.4% | -35.7% |
| 1Y | -34.6% | +31.8% | -66.4% | -42.7% |
| All | -34.6% | +32.8% | -67.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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