+2,968.0%
MPC vs PNC
+530.5%
+2,437.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -16.2% | -1.1% | -15.1% | -15.7% |
| 30D | -15.7% | +4.5% | -20.2% | -18.6% |
| 3M | +24.9% | -10.0% | +34.9% | +33.7% |
| 6M | +52.7% | +3.1% | +49.6% | +47.2% |
| YTD | +131.9% | +11.5% | +120.3% | +109.1% |
| 1Y | +96.6% | +27.3% | +69.4% | +60.5% |
| 3Y | +163.8% | +106.4% | +57.4% | +45.2% |
| 5Y | +533.1% | +31.1% | +502.0% | +369.4% |
| 10Y | +1,118.6% | +231.3% | +887.3% | +330.2% |
| All | +2,968.0% | +530.5% | +2,437.5% | +584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling