+254.1%
MP vs PNC
+165.3%
+88.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.4% |
| 7D | -10.5% | -1.1% | -9.4% | -9.8% |
| 30D | -23.5% | +4.5% | -28.0% | -26.1% |
| 3M | -25.4% | -10.0% | -15.4% | -19.4% |
| 6M | -51.3% | +3.1% | -54.3% | -53.1% |
| YTD | -29.9% | +11.5% | -41.4% | -37.0% |
| 1Y | -31.8% | +27.3% | -59.1% | -45.0% |
| 3Y | +127.0% | +106.4% | +20.6% | +19.9% |
| 5Y | -3.3% | +31.1% | -34.4% | -27.0% |
| All | +254.1% | +165.3% | +88.8% | +106.5% |
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 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