+45.8%
MPC vs PINS
-19.9%
+65.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.7% | +2.8% | -3.5% |
| 7D | -12.8% | -0.7% | -12.1% | -12.7% |
| 30D | -12.7% | -1.2% | -11.5% | -12.7% |
| 3M | +27.1% | -15.3% | +42.4% | +29.1% |
| 6M | +45.8% | -11.2% | +57.0% | +49.8% |
| All | +45.8% | -19.9% | +65.7% | +49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling