+101.7%
MPC vs PNR
-34.5%
+136.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.3% |
| 7D | -8.8% | -0.1% | -8.7% | -8.8% |
| 30D | -14.4% | +33.4% | -47.7% | -7.7% |
| 3M | +21.9% | +4.9% | +17.1% | +25.5% |
| 6M | +60.1% | -8.5% | +68.6% | +61.7% |
| YTD | +142.3% | -32.1% | +174.5% | +128.6% |
| 1Y | +101.7% | -35.0% | +136.7% | +90.7% |
| All | +101.7% | -34.5% | +136.2% | +90.7% |
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