+264.6%
MP vs PNC
+172.2%
+92.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.3% | +1.0% |
| 7D | -3.6% | +0.8% | -4.4% | -4.2% |
| 30D | -21.0% | +6.5% | -27.5% | -24.8% |
| 3M | -33.3% | -7.3% | -26.0% | -29.5% |
| 6M | -45.9% | +8.5% | -54.4% | -50.1% |
| YTD | -27.8% | +14.5% | -42.3% | -36.4% |
| 1Y | -43.2% | +29.1% | -72.3% | -54.7% |
| 3Y | +144.0% | +113.7% | +30.3% | +25.4% |
| 5Y | -6.1% | +35.7% | -41.8% | -30.9% |
| All | +264.6% | +172.2% | +92.4% | +108.5% |
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