+232.4%
PM vs MPC
+1,096.9%
-864.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -5.2% | -16.2% | +11.0% | -2.6% |
| 30D | +2.7% | -15.7% | +18.4% | +5.4% |
| 3M | +6.1% | +24.9% | -18.8% | +1.9% |
| 6M | +18.0% | +52.7% | -34.6% | +9.2% |
| YTD | +26.6% | +131.9% | -105.3% | +8.3% |
| 1Y | +36.7% | +96.6% | -60.0% | +20.3% |
| 3Y | +146.0% | +163.8% | -17.8% | +100.3% |
| 5Y | +164.1% | +533.1% | -369.0% | +75.7% |
| All | +232.4% | +1,096.9% | -864.5% | +83.1% |
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