+1,166.2%
MPC vs PNC
+200.7%
+965.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +9.4% | +1.9% | +7.5% | +8.0% |
| 30D | -13.4% | +6.2% | -19.7% | -17.3% |
| 3M | +18.9% | -8.7% | +27.6% | +26.0% |
| 6M | +64.9% | +9.2% | +55.7% | +52.8% |
| YTD | +156.8% | +14.3% | +142.5% | +127.7% |
| 1Y | +113.2% | +27.7% | +85.5% | +73.7% |
| 3Y | +201.8% | +113.5% | +88.3% | +60.9% |
| 5Y | +601.4% | +36.7% | +564.6% | +406.5% |
| All | +1,166.2% | +200.7% | +965.6% | +405.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling