-17.8%
MP vs PNR
-47.3%
+29.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.4% |
| 7D | -4.6% | -5.5% | +0.9% | -4.2% |
| 30D | -7.1% | -15.6% | +8.5% | -6.2% |
| 3M | -4.0% | -20.2% | +16.2% | -2.6% |
| 6M | -16.7% | -36.6% | +19.9% | -13.6% |
| YTD | +1.6% | -45.0% | +46.6% | +1.3% |
| 1Y | -17.8% | -47.4% | +29.6% | -16.0% |
| All | -17.8% | -47.3% | +29.5% | -16.0% |
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 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