+263.4%
PG vs MPC
+2,977.1%
-2,713.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.9% | +5.4% | -3.6% | +1.4% |
| 30D | -0.2% | +31.0% | -31.2% | -2.5% |
| 3M | +4.8% | +46.0% | -41.2% | +1.4% |
| 6M | -6.1% | +77.3% | -83.4% | -10.8% |
| YTD | +4.5% | +141.9% | -137.4% | -3.7% |
| 1Y | -5.3% | +120.9% | -126.2% | -12.1% |
| 3Y | +2.6% | +182.7% | -180.1% | -8.0% |
| 5Y | +15.6% | +646.4% | -630.8% | -7.5% |
| 10Y | +118.0% | +1,138.7% | -1,020.7% | +54.9% |
| All | +263.4% | +2,977.1% | -2,713.7% | +126.8% |
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