-34.6%
MP vs PNR
-31.2%
-3.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.3% | -8.4% | -5.4% |
| 7D | -12.5% | +11.9% | -24.4% | -13.8% |
| 30D | -23.3% | +37.1% | -60.5% | -26.2% |
| 3M | -24.4% | +5.7% | -30.1% | -26.5% |
| 6M | -45.8% | -5.7% | -40.1% | -46.4% |
| YTD | -28.9% | -29.8% | +0.9% | -33.3% |
| 1Y | -34.6% | -31.8% | -2.8% | -36.9% |
| All | -34.6% | -31.2% | -3.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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