+167.0%
MPC vs PR
+61.1%
+105.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +0.9% | -1.3% |
| 7D | -12.8% | -16.5% | +3.8% | -3.7% |
| 30D | -12.7% | -4.5% | -8.2% | -10.4% |
| 3M | +27.1% | +8.5% | +18.5% | +21.3% |
| 6M | +45.8% | -3.3% | +49.1% | +47.5% |
| YTD | +134.7% | +55.7% | +79.0% | +84.8% |
| 1Y | +106.0% | +82.0% | +24.0% | +49.2% |
| All | +167.0% | +61.1% | +105.9% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling