+443.0%
MP vs PNR
+65.3%
+377.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -0.7% |
| 7D | -0.7% | -3.9% | +3.1% | +1.7% |
| 30D | -0.7% | -13.8% | +13.1% | +9.0% |
| 3M | 0.0% | -22.5% | +22.5% | +14.9% |
| 6M | -10.0% | -37.2% | +27.2% | +19.0% |
| YTD | +7.5% | -44.2% | +51.7% | +50.9% |
| 1Y | -14.0% | -46.6% | +32.6% | +24.5% |
| 3Y | +153.5% | -12.5% | +166.0% | +134.3% |
| 5Y | +62.7% | -19.3% | +82.1% | +56.0% |
| All | +443.0% | +65.3% | +377.7% | +247.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling