+60.6%
PFE vs MPC
+1,096.9%
-1,036.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -3.7% | -16.2% | +12.5% | -1.5% |
| 30D | +5.0% | -15.7% | +20.7% | +7.2% |
| 3M | +12.2% | +24.9% | -12.7% | +8.2% |
| 6M | +14.6% | +52.7% | -38.1% | +7.1% |
| YTD | +24.1% | +131.9% | -107.7% | +8.5% |
| 1Y | +26.6% | +96.6% | -70.1% | +13.4% |
| 3Y | +14.3% | +163.8% | -149.5% | -3.6% |
| 5Y | -21.9% | +533.1% | -555.0% | -43.6% |
| All | +60.6% | +1,096.9% | -1,036.3% | -0.3% |
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