+68.9%
MP vs PNR
-17.7%
+86.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +3.2% |
| 7D | +3.0% | -3.0% | +6.1% | +4.9% |
| 30D | +8.3% | -14.9% | +23.2% | +19.4% |
| 3M | -3.8% | -19.0% | +15.2% | +6.9% |
| 6M | -4.9% | -35.9% | +31.0% | +23.7% |
| YTD | +9.6% | -43.1% | +52.8% | +51.4% |
| 1Y | -11.7% | -46.4% | +34.7% | +27.2% |
| 3Y | +158.5% | -10.8% | +169.3% | +130.5% |
| 5Y | +68.9% | -18.9% | +87.8% | +74.4% |
| All | +68.9% | -17.7% | +86.7% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling