+95.5%
PEP vs MPC
+1,171.2%
-1,075.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +2.9% | +11.2% | -8.3% | +1.8% |
| 30D | +12.5% | -14.5% | +27.0% | +14.1% |
| 3M | +4.5% | +16.7% | -12.1% | +2.6% |
| 6M | -0.5% | +67.6% | -68.0% | -6.1% |
| YTD | +4.4% | +157.9% | -153.5% | -6.3% |
| 1Y | +4.4% | +116.7% | -112.3% | -4.6% |
| 3Y | -3.4% | +199.8% | -203.2% | -16.1% |
| 5Y | +5.2% | +604.4% | -599.3% | -19.2% |
| All | +95.5% | +1,171.2% | -1,075.7% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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