+154.3%
MP vs PNR
-9.7%
+164.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | -2.4% | -0.5% | -1.9% |
| 30D | +13.8% | -12.8% | +26.6% | +20.0% |
| 3M | -16.7% | -17.0% | +0.3% | -11.4% |
| 6M | -11.5% | -37.4% | +25.9% | +8.0% |
| YTD | +7.9% | -41.6% | +49.5% | +33.9% |
| 1Y | -15.0% | -44.6% | +29.6% | +8.7% |
| All | +154.3% | -9.7% | +164.1% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling