+37.1%
PLD vs MPC
+188.2%
-151.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.8% | -8.8% | +9.6% | +2.3% |
| 30D | +0.5% | -14.4% | +14.9% | +3.0% |
| 3M | -5.5% | +21.9% | -27.4% | -9.9% |
| 6M | -8.3% | +60.1% | -68.5% | -18.0% |
| YTD | +4.3% | +142.3% | -138.0% | -17.9% |
| 1Y | +7.4% | +101.7% | -94.3% | -10.9% |
| 3Y | +37.1% | +184.8% | -147.7% | -3.1% |
| All | +37.1% | +188.2% | -151.2% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling