+1,093.9%
MPC vs PR
+62.9%
+1,031.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +0.9% | -2.8% |
| 7D | -12.8% | -16.5% | +3.8% | -9.0% |
| 30D | -12.7% | -4.5% | -8.2% | -11.7% |
| 3M | +27.1% | +8.5% | +18.5% | +24.8% |
| 6M | +45.8% | -3.3% | +49.1% | +46.9% |
| YTD | +134.7% | +55.7% | +79.0% | +112.4% |
| 1Y | +106.0% | +82.0% | +24.0% | +80.0% |
| 3Y | +165.5% | +62.5% | +103.0% | +136.5% |
| 5Y | +540.9% | +223.9% | +317.0% | +380.4% |
| All | +1,093.9% | +62.9% | +1,031.0% | +713.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling