+18.4%
PG vs MPC
+63.5%
-45.1%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.5% |
| 7D | +0.6% | +9.4% | -8.9% | +1.5% |
| 30D | +10.5% | -13.4% | +24.0% | +8.9% |
| 3M | +17.4% | +18.9% | -1.5% | +20.4% |
| 6M | +18.4% | +64.9% | -46.5% | +31.4% |
| All | +18.4% | +63.5% | -45.1% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling