+23.2%
PFE vs MPC
+107.1%
-83.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.5% |
| 7D | -3.0% | +2.6% | -5.5% | -2.8% |
| 30D | +5.2% | -12.2% | +17.4% | +4.6% |
| 3M | +12.2% | +20.1% | -7.8% | +12.9% |
| 6M | +17.8% | +60.6% | -42.8% | +18.9% |
| YTD | +26.2% | +150.6% | -124.4% | +22.5% |
| 1Y | +23.2% | +104.7% | -81.5% | +24.3% |
| All | +23.2% | +107.1% | -83.9% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling