+268.2%
PM vs MPC
+1,165.7%
-897.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.2% |
| 7D | -2.4% | +9.4% | -11.8% | -3.8% |
| 30D | -1.3% | -13.4% | +12.1% | +0.8% |
| 3M | +6.5% | +18.9% | -12.3% | +3.1% |
| 6M | +7.0% | +64.9% | -57.9% | -2.3% |
| YTD | +25.8% | +156.8% | -131.0% | +5.7% |
| 1Y | +30.9% | +113.2% | -82.3% | +13.6% |
| 3Y | +148.0% | +201.8% | -53.9% | +96.9% |
| 5Y | +161.2% | +601.4% | -440.2% | +70.2% |
| All | +268.2% | +1,165.7% | -897.5% | +92.1% |
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