+564.6%
MPC vs PBR
+462.3%
+102.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -8.8% | -13.3% | +4.4% | -4.2% |
| 30D | -14.4% | -27.7% | +13.4% | -4.9% |
| 3M | +21.9% | +2.7% | +19.3% | +19.0% |
| 6M | +60.1% | -6.7% | +66.9% | +61.4% |
| YTD | +142.3% | +60.9% | +81.4% | +101.6% |
| 1Y | +101.7% | +46.6% | +55.1% | +73.2% |
| 3Y | +184.8% | +69.1% | +115.7% | +129.3% |
| 5Y | +564.6% | +469.6% | +95.0% | +204.0% |
| All | +564.6% | +462.3% | +102.3% | +204.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling