+678.6%
MPC vs PBR
+527.8%
+150.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.0% |
| 7D | +3.9% | +2.5% | +1.4% | +2.9% |
| 30D | +33.8% | +19.4% | +14.4% | +25.4% |
| 3M | +49.9% | +20.8% | +29.1% | +39.8% |
| 6M | +80.9% | +23.5% | +57.5% | +67.4% |
| YTD | +147.4% | +83.4% | +64.0% | +99.2% |
| 1Y | +123.2% | +77.6% | +45.6% | +81.3% |
| 3Y | +171.7% | +99.9% | +71.9% | +109.0% |
| 5Y | +678.6% | +567.7% | +110.8% | +254.5% |
| All | +678.6% | +527.8% | +150.8% | +254.5% |
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