+274.5%
MP vs PNC
+171.9%
+102.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | +11.0% | +1.9% | +9.1% | +9.5% |
| 30D | -11.7% | +6.2% | -18.0% | -15.7% |
| 3M | -30.8% | -8.7% | -22.1% | -25.9% |
| 6M | -42.9% | +9.2% | -52.1% | -47.5% |
| YTD | -25.9% | +14.3% | -40.2% | -34.5% |
| 1Y | -37.3% | +27.7% | -65.0% | -49.5% |
| 3Y | +150.7% | +113.5% | +37.2% | +29.0% |
| 5Y | -19.3% | +36.7% | -56.0% | -40.8% |
| All | +274.5% | +171.9% | +102.6% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling