+150.0%
PM vs MPC
+203.2%
-53.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.2% |
| 7D | +0.5% | +11.2% | -10.7% | +0.5% |
| 30D | -3.2% | -14.5% | +11.3% | -3.2% |
| 3M | +6.2% | +16.7% | -10.4% | +6.3% |
| 6M | +7.7% | +67.6% | -59.9% | +7.5% |
| YTD | +27.3% | +157.9% | -130.7% | +25.8% |
| 1Y | +32.8% | +116.7% | -83.9% | +31.9% |
| 3Y | +150.0% | +199.8% | -49.7% | +132.8% |
| All | +150.0% | +203.2% | -53.2% | +132.8% |
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