+319.8%
PG vs MPC
+3,166.6%
-2,846.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | +0.6% | +9.4% | -8.9% | -0.2% |
| 30D | +10.5% | -13.4% | +24.0% | +11.7% |
| 3M | +17.4% | +18.9% | -1.5% | +15.5% |
| 6M | +18.4% | +64.9% | -46.5% | +13.2% |
| YTD | +20.7% | +156.8% | -136.2% | +10.4% |
| 1Y | +16.8% | +113.2% | -96.4% | +8.7% |
| 3Y | +20.1% | +201.8% | -181.7% | +7.0% |
| 5Y | +30.4% | +601.4% | -570.9% | +5.1% |
| 10Y | +163.7% | +1,166.0% | -1,002.3% | +87.0% |
| All | +319.8% | +3,166.6% | -2,846.8% | +160.2% |
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