+1,174.7%
MPC vs PNR
+63.0%
+1,111.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.4% |
| 7D | +3.2% | -3.9% | +7.1% | +5.3% |
| 30D | +25.0% | -13.8% | +38.8% | +34.7% |
| 3M | +55.2% | -22.5% | +77.7% | +73.7% |
| 6M | +86.4% | -37.2% | +123.5% | +130.6% |
| YTD | +148.5% | -44.2% | +192.7% | +225.1% |
| 1Y | +121.7% | -46.6% | +168.3% | +196.9% |
| 3Y | +172.9% | -12.5% | +185.4% | +156.6% |
| 5Y | +679.9% | -19.3% | +699.3% | +650.2% |
| 10Y | +1,174.7% | +67.5% | +1,107.2% | +526.9% |
| All | +1,174.7% | +63.0% | +1,111.7% | +526.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling