+117.2%
MPC vs PR
+87.5%
+29.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.5% | -1.6% | -4.4% |
| 7D | -10.9% | -12.1% | +1.2% | -4.2% |
| 30D | -9.4% | +0.9% | -10.3% | -9.6% |
| 3M | +26.0% | +10.1% | +15.8% | +18.9% |
| 6M | +56.5% | +1.1% | +55.4% | +55.2% |
| YTD | +144.3% | +63.7% | +80.6% | +91.9% |
| 1Y | +117.2% | +87.0% | +30.2% | +60.5% |
| All | +117.2% | +87.5% | +29.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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