+264.6%
MP vs PNR
+101.1%
+163.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.9% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -21.0% | +33.4% | -54.3% | -34.6% |
| 3M | -33.3% | +4.9% | -38.2% | -35.8% |
| 6M | -45.9% | -8.5% | -37.4% | -44.6% |
| YTD | -27.8% | -32.1% | +4.3% | -11.1% |
| 1Y | -43.2% | -35.0% | -8.2% | -27.9% |
| 3Y | +144.0% | +17.6% | +126.4% | +82.5% |
| 5Y | -6.1% | +0.9% | -7.0% | -23.1% |
| All | +264.6% | +101.1% | +163.5% | +104.3% |
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