+445.3%
MP vs PNC
+186.4%
+258.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.9% | +1.4% | -4.2% | -3.9% |
| 30D | +13.8% | -3.8% | +17.6% | +17.3% |
| 3M | -16.7% | +9.0% | -25.7% | -22.8% |
| 6M | -11.5% | +16.6% | -28.1% | -22.3% |
| YTD | +7.9% | +20.4% | -12.5% | -8.2% |
| 1Y | -15.0% | +22.3% | -37.4% | -28.8% |
| 3Y | +153.5% | +124.5% | +29.0% | +25.5% |
| 5Y | +58.7% | +54.1% | +4.6% | +7.7% |
| All | +445.3% | +186.4% | +258.9% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling