+1,171.8%
MPC vs PBR
+585.8%
+586.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +11.2% | -1.0% | +12.3% | +11.6% |
| 30D | -14.5% | -29.3% | +14.8% | -2.4% |
| 3M | +16.7% | +5.5% | +11.2% | +12.5% |
| 6M | +67.6% | -2.9% | +70.5% | +66.8% |
| YTD | +157.9% | +61.5% | +96.5% | +107.6% |
| 1Y | +116.7% | +46.9% | +69.8% | +81.1% |
| 3Y | +199.8% | +66.4% | +133.3% | +132.8% |
| 5Y | +604.4% | +460.3% | +144.1% | +206.7% |
| All | +1,171.8% | +585.8% | +586.0% | +345.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling