+254.1%
MP vs PNR
+96.8%
+157.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +6.4% |
| 7D | -10.5% | +2.8% | -13.3% | -12.5% |
| 30D | -23.5% | +31.2% | -54.7% | -36.1% |
| 3M | -25.4% | -2.1% | -23.4% | -25.3% |
| 6M | -51.3% | -14.0% | -37.3% | -48.0% |
| YTD | -29.9% | -33.6% | +3.7% | -12.6% |
| 1Y | -31.8% | -35.2% | +3.3% | -13.6% |
| 3Y | +127.0% | +15.8% | +111.2% | +71.0% |
| 5Y | -3.3% | -1.8% | -1.4% | -19.3% |
| All | +254.1% | +96.8% | +157.3% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling