+3,109.1%
MPC vs PNC
+547.0%
+2,562.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +2.7% |
| 7D | -9.4% | -0.2% | -9.3% | -9.4% |
| 30D | -14.3% | +6.5% | -20.8% | -18.3% |
| 3M | +31.1% | -7.6% | +38.7% | +37.7% |
| 6M | +60.3% | +8.5% | +51.8% | +49.1% |
| YTD | +142.5% | +14.5% | +128.1% | +114.9% |
| 1Y | +104.6% | +29.7% | +74.9% | +64.8% |
| 3Y | +191.7% | +115.7% | +76.1% | +55.5% |
| 5Y | +549.2% | +34.6% | +514.6% | +372.7% |
| 10Y | +1,106.2% | +217.8% | +888.4% | +339.1% |
| All | +3,109.1% | +547.0% | +2,562.0% | +602.9% |
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 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