+1,174.7%
MPC vs PBR
+648.5%
+526.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +25.0% | +17.5% | +7.5% | +16.8% |
| 3M | +55.2% | +20.9% | +34.3% | +43.2% |
| 6M | +86.4% | +20.2% | +66.2% | +72.1% |
| YTD | +148.5% | +84.3% | +64.2% | +92.2% |
| 1Y | +121.7% | +77.1% | +44.6% | +73.8% |
| 3Y | +172.9% | +100.8% | +72.1% | +98.8% |
| 5Y | +679.9% | +556.1% | +123.8% | +222.7% |
| 10Y | +1,174.7% | +676.1% | +498.7% | +318.3% |
| All | +1,174.7% | +648.5% | +526.2% | +318.3% |
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