+324.2%
PG vs MPC
+3,180.8%
-2,856.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +2.7% | +11.2% | -8.6% | +1.8% |
| 30D | +9.2% | -14.5% | +23.7% | +10.4% |
| 3M | +18.5% | +16.7% | +1.8% | +16.8% |
| 6M | +21.1% | +67.6% | -46.5% | +15.6% |
| YTD | +21.9% | +157.9% | -136.0% | +11.6% |
| 1Y | +18.1% | +116.7% | -98.6% | +9.8% |
| 3Y | +20.6% | +199.8% | -179.2% | +7.4% |
| 5Y | +31.8% | +604.4% | -572.6% | +6.2% |
| 10Y | +166.5% | +1,171.5% | -1,005.0% | +88.9% |
| All | +324.2% | +3,180.8% | -2,856.6% | +162.9% |
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