+3,106.3%
MPC vs PNR
+245.0%
+2,861.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -8.8% | -0.1% | -8.7% | -8.9% |
| 30D | -14.4% | +33.4% | -47.7% | -27.3% |
| 3M | +21.9% | +4.9% | +17.1% | +16.9% |
| 6M | +60.1% | -8.5% | +68.6% | +61.5% |
| YTD | +142.3% | -32.1% | +174.5% | +180.7% |
| 1Y | +101.7% | -35.0% | +136.7% | +139.0% |
| 3Y | +184.8% | +17.6% | +167.2% | +129.5% |
| 5Y | +564.6% | +0.9% | +563.7% | +460.2% |
| 10Y | +1,098.3% | +101.4% | +996.9% | +523.4% |
| All | +3,106.3% | +245.0% | +2,861.3% | +914.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling