+117.2%
MPC vs PNC
+32.8%
+84.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.8% | -9.9% | -8.1% |
| 7D | -10.9% | +2.3% | -13.2% | -10.9% |
| 30D | -9.4% | +7.0% | -16.4% | -9.5% |
| 3M | +26.0% | -7.3% | +33.3% | +26.7% |
| 6M | +56.5% | +8.9% | +47.6% | +55.7% |
| YTD | +144.3% | +15.5% | +128.7% | +144.7% |
| 1Y | +117.2% | +31.8% | +85.4% | +119.4% |
| All | +117.2% | +32.8% | +84.5% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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