-43.2%
MP vs PNR
-34.5%
-8.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -21.0% | +33.4% | -54.3% | -23.1% |
| 3M | -33.3% | +4.9% | -38.2% | -34.9% |
| 6M | -45.9% | -8.5% | -37.4% | -46.7% |
| YTD | -27.8% | -32.1% | +4.3% | -34.0% |
| 1Y | -43.2% | -35.0% | -8.2% | -47.8% |
| All | -43.2% | -34.5% | -8.7% | -47.8% |
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