+1,098.3%
MPC vs PR
+65.1%
+1,033.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -8.8% | -9.5% | +0.7% | -6.7% |
| 30D | -14.4% | -5.7% | -8.7% | -13.2% |
| 3M | +21.9% | +3.0% | +19.0% | +21.1% |
| 6M | +60.1% | +11.8% | +48.3% | +56.0% |
| YTD | +142.3% | +58.5% | +83.8% | +118.4% |
| 1Y | +101.7% | +69.9% | +31.8% | +78.9% |
| 3Y | +184.8% | +84.9% | +99.9% | +146.9% |
| 5Y | +564.6% | +246.4% | +318.2% | +391.8% |
| 10Y | +1,098.3% | +70.3% | +1,028.0% | +715.0% |
| All | +1,098.3% | +65.1% | +1,033.3% | +715.0% |
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