+45.8%
PG vs MP
+450.8%
-405.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | +1.9% | -2.9% | +4.7% | +1.8% |
| 30D | -0.2% | +13.8% | -14.1% | -0.1% |
| 3M | +4.8% | -16.7% | +21.5% | +4.7% |
| 6M | -6.1% | -11.5% | +5.4% | -6.1% |
| YTD | +4.5% | +7.9% | -3.5% | +4.6% |
| 1Y | -5.3% | -15.0% | +9.7% | -5.3% |
| 3Y | +2.6% | +153.5% | -150.9% | +2.5% |
| 5Y | +15.6% | +58.7% | -43.1% | +15.8% |
| All | +45.8% | +450.8% | -405.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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