+183.6%
PFE vs MPC
+2,977.1%
-2,793.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | +5.4% | -3.7% | +0.9% |
| 30D | +10.2% | +31.0% | -20.7% | +5.6% |
| 3M | +12.7% | +46.0% | -33.3% | +5.9% |
| 6M | +10.5% | +77.3% | -66.8% | +0.3% |
| YTD | +20.2% | +141.9% | -121.8% | +3.4% |
| 1Y | +24.1% | +120.9% | -96.9% | +8.2% |
| 3Y | -3.6% | +182.7% | -186.3% | -20.6% |
| 5Y | -20.9% | +646.4% | -667.3% | -45.8% |
| 10Y | +35.8% | +1,138.7% | -1,102.9% | -21.5% |
| All | +183.6% | +2,977.1% | -2,793.5% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling