+692.7%
MPC vs PINS
-16.7%
+709.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.7% | +2.8% | -2.9% |
| 7D | -12.8% | -0.7% | -12.1% | -12.8% |
| 30D | -12.7% | -1.2% | -11.5% | -12.8% |
| 3M | +27.1% | -15.3% | +42.4% | +29.7% |
| 6M | +45.8% | -11.2% | +57.0% | +47.1% |
| YTD | +134.7% | -23.6% | +158.3% | +140.3% |
| 1Y | +106.0% | -23.1% | +129.2% | +110.7% |
| 3Y | +165.5% | -36.0% | +201.5% | +170.2% |
| 5Y | +540.9% | -57.2% | +598.1% | +564.4% |
| All | +692.7% | -16.7% | +709.4% | +390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling