+267.6%
PM vs MPC
+1,135.0%
-867.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.5% |
| 7D | -7.1% | +2.6% | -9.7% | -7.5% |
| 30D | -2.8% | -12.2% | +9.4% | -0.9% |
| 3M | +6.3% | +20.1% | -13.7% | +2.8% |
| 6M | +9.6% | +60.6% | -51.0% | +0.6% |
| YTD | +25.6% | +150.6% | -125.0% | +5.9% |
| 1Y | +29.7% | +104.7% | -75.0% | +13.3% |
| 3Y | +147.6% | +194.5% | -46.9% | +97.4% |
| 5Y | +160.1% | +582.3% | -422.2% | +70.3% |
| All | +267.6% | +1,135.0% | -867.4% | +92.6% |
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