+445.3%
MP vs PNR
+73.1%
+372.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.9% | -2.4% | -0.5% | -1.4% |
| 30D | +13.8% | -12.8% | +26.6% | +23.7% |
| 3M | -16.7% | -17.0% | +0.3% | -8.6% |
| 6M | -11.5% | -37.4% | +25.9% | +17.7% |
| YTD | +7.9% | -41.6% | +49.5% | +47.3% |
| 1Y | -15.0% | -44.6% | +29.6% | +20.3% |
| 3Y | +153.5% | -12.1% | +165.6% | +135.8% |
| 5Y | +58.7% | -17.4% | +76.0% | +50.0% |
| All | +445.3% | +73.1% | +372.2% | +238.7% |
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