+117.2%
MPC vs PGR
+21.4%
+95.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.5% | -10.6% | -8.2% |
| 7D | -10.9% | +4.1% | -15.0% | -11.1% |
| 30D | -9.4% | +10.4% | -19.9% | -9.8% |
| 3M | +26.0% | +11.4% | +14.5% | +25.2% |
| 6M | +56.5% | +17.9% | +38.6% | +54.2% |
| YTD | +144.3% | +9.8% | +134.5% | +140.1% |
| 1Y | +117.2% | +19.3% | +98.0% | +116.0% |
| All | +117.2% | +21.4% | +95.9% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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