+58.1%
MP vs PNC
+53.4%
+4.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.9% | +1.4% | -4.2% | -4.0% |
| 30D | +13.8% | -3.8% | +17.6% | +17.5% |
| 3M | -16.7% | +9.0% | -25.7% | -23.3% |
| 6M | -11.5% | +16.6% | -28.1% | -23.2% |
| YTD | +7.9% | +20.4% | -12.5% | -9.6% |
| 1Y | -15.0% | +22.3% | -37.4% | -30.0% |
| 3Y | +153.5% | +124.5% | +29.0% | +13.7% |
| All | +58.1% | +53.4% | +4.8% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling