+120.9%
MPC vs PBR
+70.4%
+50.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +5.4% | +8.6% | -3.1% | +1.9% |
| 30D | +31.0% | +12.8% | +18.2% | +24.4% |
| 3M | +46.0% | +14.7% | +31.4% | +37.5% |
| 6M | +77.3% | +25.2% | +52.1% | +63.4% |
| YTD | +141.9% | +77.1% | +64.8% | +97.3% |
| 1Y | +120.9% | +69.6% | +51.4% | +81.2% |
| All | +120.9% | +70.4% | +50.5% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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