+143.9%
PM vs MPC
+160.2%
-16.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -5.2% | -16.2% | +11.0% | -5.2% |
| 30D | +2.7% | -15.7% | +18.4% | +2.7% |
| 3M | +5.2% | +24.9% | -19.7% | +5.3% |
| 6M | +17.0% | +52.7% | -35.7% | +16.7% |
| YTD | +25.5% | +131.9% | -106.4% | +24.0% |
| 1Y | +35.5% | +96.6% | -61.1% | +34.5% |
| 3Y | +143.9% | +163.8% | -19.9% | +128.7% |
| All | +143.9% | +160.2% | -16.3% | +128.7% |
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