+231.7%
PLD vs MPC
+1,096.9%
-865.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.8% | -16.2% | +15.4% | +2.8% |
| 30D | -0.3% | -15.7% | +15.5% | +3.1% |
| 3M | -8.0% | +24.9% | -32.9% | -13.0% |
| 6M | -9.8% | +52.7% | -62.5% | -18.7% |
| YTD | +1.8% | +131.9% | -130.1% | -17.2% |
| 1Y | +5.6% | +96.6% | -91.0% | -10.9% |
| 3Y | +33.3% | +163.8% | -130.5% | +3.4% |
| 5Y | +0.3% | +533.1% | -532.8% | -37.3% |
| All | +231.7% | +1,096.9% | -865.2% | +72.1% |
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