+1,174.7%
MPC vs PNC
+268.7%
+906.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.1% |
| 7D | +3.2% | -0.7% | +3.9% | +3.7% |
| 30D | +25.0% | -4.4% | +29.4% | +28.9% |
| 3M | +55.2% | +4.5% | +50.7% | +49.8% |
| 6M | +86.4% | +19.1% | +67.3% | +62.0% |
| YTD | +148.5% | +18.0% | +130.4% | +116.5% |
| 1Y | +121.7% | +24.1% | +97.7% | +85.1% |
| 3Y | +172.9% | +130.0% | +42.9% | +37.1% |
| 5Y | +679.9% | +50.4% | +629.5% | +421.9% |
| 10Y | +1,174.7% | +271.3% | +903.4% | +295.2% |
| All | +1,174.7% | +268.7% | +906.0% | +295.2% |
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