+116.1%
PG vs MPC
+1,179.0%
-1,062.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | +0.8% | +14.0% | -13.2% | -0.1% |
| 3M | -1.3% | +52.2% | -53.6% | -4.3% |
| 6M | -3.8% | +75.8% | -79.6% | -7.9% |
| YTD | +3.6% | +146.3% | -142.7% | -3.7% |
| 1Y | -5.7% | +120.8% | -126.5% | -11.7% |
| 3Y | +1.6% | +172.6% | -171.1% | -7.6% |
| 5Y | +14.6% | +678.2% | -663.6% | -7.4% |
| All | +116.1% | +1,179.0% | -1,062.8% | +53.3% |
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