+121.7%
MPC vs PBR
+77.1%
+44.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.7% |
| 3M | +55.2% | +20.9% | +34.3% | +42.9% |
| 6M | +86.4% | +20.2% | +66.2% | +73.5% |
| YTD | +148.5% | +84.3% | +64.2% | +99.0% |
| 1Y | +121.7% | +77.1% | +44.6% | +78.3% |
| All | +121.7% | +77.1% | +44.6% | +78.3% |
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 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