+1,321.6%
MPC vs PR
+160.5%
+1,161.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.5% | -1.6% | -6.6% |
| 7D | -10.9% | -12.1% | +1.2% | -8.2% |
| 30D | -9.4% | +0.9% | -10.3% | -9.5% |
| 3M | +26.0% | +10.1% | +15.8% | +23.3% |
| 6M | +56.5% | +1.1% | +55.4% | +56.0% |
| YTD | +144.3% | +63.7% | +80.6% | +118.8% |
| 1Y | +117.2% | +87.0% | +30.2% | +88.9% |
| 3Y | +176.3% | +70.7% | +105.6% | +143.7% |
| 5Y | +590.5% | +246.8% | +343.7% | +412.1% |
| 10Y | +1,183.8% | +72.6% | +1,111.2% | +764.5% |
| All | +1,321.6% | +160.5% | +1,161.2% | +901.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling