+678.6%
MPC vs PNR
-17.7%
+696.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.8% |
| 7D | +3.9% | -3.0% | +6.9% | +4.5% |
| 30D | +33.8% | -14.9% | +48.7% | +37.9% |
| 3M | +49.9% | -19.0% | +68.9% | +55.2% |
| 6M | +80.9% | -35.9% | +116.9% | +97.2% |
| YTD | +147.4% | -43.1% | +190.6% | +177.0% |
| 1Y | +123.2% | -46.4% | +169.6% | +154.0% |
| 3Y | +171.7% | -10.8% | +182.6% | +166.3% |
| 5Y | +678.6% | -18.9% | +697.4% | +657.0% |
| All | +678.6% | -17.7% | +696.3% | +657.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling