-43.2%
MP vs PNC
+29.7%
-72.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.3% | +2.0% |
| 7D | -3.6% | +0.8% | -4.4% | -3.8% |
| 30D | -21.0% | +6.5% | -27.5% | -22.5% |
| 3M | -33.3% | -7.3% | -26.0% | -31.8% |
| 6M | -45.9% | +8.5% | -54.4% | -48.7% |
| YTD | -27.8% | +14.5% | -42.3% | -33.5% |
| 1Y | -43.2% | +29.1% | -72.3% | -46.8% |
| All | -43.2% | +29.7% | -72.8% | -46.8% |
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