+159.5%
PM vs MPC
+563.2%
-403.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -2.7% |
| 7D | -7.3% | -9.4% | +2.1% | -6.8% |
| 30D | -4.0% | -14.3% | +10.3% | -3.1% |
| 3M | +2.7% | +31.1% | -28.4% | +0.8% |
| 6M | +14.9% | +60.3% | -45.4% | +10.8% |
| YTD | +23.5% | +142.5% | -119.0% | +14.7% |
| 1Y | +30.4% | +104.6% | -74.2% | +22.9% |
| 3Y | +143.2% | +191.7% | -48.5% | +115.9% |
| 5Y | +159.5% | +549.2% | -389.7% | +101.2% |
| All | +159.5% | +563.2% | -403.8% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling