+117.2%
MPC vs PNR
-31.2%
+148.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -7.2% |
| 7D | -10.9% | +11.9% | -22.8% | -8.1% |
| 30D | -9.4% | +37.1% | -46.6% | -1.5% |
| 3M | +26.0% | +5.7% | +20.3% | +30.3% |
| 6M | +56.5% | -5.7% | +62.2% | +59.6% |
| YTD | +144.3% | -29.8% | +174.1% | +133.3% |
| 1Y | +117.2% | -31.8% | +149.0% | +108.0% |
| All | +117.2% | -31.2% | +148.4% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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