+1,131.4%
MPC vs PGR
+825.1%
+306.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +1.8% | -0.6% | +2.4% | +2.0% |
| 30D | +14.0% | +4.9% | +9.1% | +11.4% |
| 3M | +52.2% | +7.6% | +44.6% | +45.6% |
| 6M | +75.8% | +8.3% | +67.5% | +67.1% |
| YTD | +146.3% | +1.7% | +144.5% | +140.2% |
| 1Y | +120.8% | -6.8% | +127.7% | +123.6% |
| 3Y | +172.6% | +73.4% | +99.2% | +89.4% |
| 5Y | +678.2% | +161.2% | +517.0% | +298.2% |
| All | +1,131.4% | +825.1% | +306.3% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling