+3,101.0%
MPC vs PBR
+139.4%
+2,961.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +5.4% | +8.6% | -3.1% | +2.6% |
| 30D | +31.0% | +12.8% | +18.2% | +25.8% |
| 3M | +46.0% | +14.7% | +31.4% | +39.4% |
| 6M | +77.3% | +25.2% | +52.1% | +64.3% |
| YTD | +141.9% | +77.1% | +64.8% | +99.9% |
| 1Y | +120.9% | +69.6% | +51.4% | +84.8% |
| 3Y | +182.7% | +95.6% | +87.1% | +122.6% |
| 5Y | +646.4% | +501.8% | +144.7% | +292.6% |
| 10Y | +1,138.7% | +640.6% | +498.2% | +457.8% |
| All | +3,101.0% | +139.4% | +2,961.6% | +2,120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling