-11.7%
MP vs PNC
+22.9%
-34.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.1% |
| 7D | +3.0% | +2.3% | +0.8% | +1.8% |
| 30D | +8.3% | -3.8% | +12.2% | +10.3% |
| 3M | -3.8% | +7.8% | -11.6% | -8.8% |
| 6M | -4.9% | +19.7% | -24.6% | -16.4% |
| YTD | +9.6% | +19.1% | -9.5% | -6.1% |
| 1Y | -11.7% | +23.1% | -34.8% | -33.3% |
| All | -11.7% | +22.9% | -34.6% | -33.3% |
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