+1,171.8%
MPC vs PNR
+99.2%
+1,072.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +11.2% | +0.3% | +11.0% | +11.1% |
| 30D | -14.5% | +31.7% | -46.2% | -26.9% |
| 3M | +16.7% | +2.6% | +14.0% | +13.3% |
| 6M | +67.6% | -6.4% | +73.9% | +67.1% |
| YTD | +157.9% | -33.4% | +191.4% | +203.9% |
| 1Y | +116.7% | -35.1% | +151.7% | +158.6% |
| 3Y | +199.8% | +17.1% | +182.7% | +135.9% |
| 5Y | +604.4% | -3.5% | +608.0% | +511.3% |
| All | +1,171.8% | +99.2% | +1,072.5% | +464.4% |
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