+117.2%
MPC vs PBR
+74.7%
+42.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.0% | -1.1% | -5.8% |
| 7D | -10.9% | -11.0% | +0.1% | -7.4% |
| 30D | -9.4% | -18.8% | +9.4% | -4.4% |
| 3M | +26.0% | +7.8% | +18.1% | +18.5% |
| 6M | +56.5% | -7.6% | +64.1% | +56.6% |
| YTD | +144.3% | +72.7% | +71.6% | +98.3% |
| 1Y | +117.2% | +72.9% | +44.3% | +74.8% |
| All | +117.2% | +74.7% | +42.5% | +74.8% |
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