+180.6%
MPC vs PINS
-25.8%
+206.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +5.4% | -12.0% | +17.5% | +6.9% |
| 30D | +31.0% | -12.7% | +43.6% | +32.8% |
| 3M | +46.0% | -5.5% | +51.5% | +46.6% |
| 6M | +77.3% | +5.3% | +72.0% | +75.4% |
| YTD | +141.9% | -21.2% | +163.1% | +147.6% |
| 1Y | +120.9% | -45.0% | +166.0% | +137.1% |
| All | +180.6% | -25.8% | +206.5% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 3y: compounded portfolio wealth divided by compounded PINS 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…
3y analysis · Full analysis span regression · 6 months rolling