+464.9%
PM vs MPC
+2,977.1%
-2,512.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -4.9% | +5.4% | -10.3% | -5.7% |
| 30D | -3.4% | +31.0% | -34.4% | -7.5% |
| 3M | +5.2% | +46.0% | -40.9% | -1.3% |
| 6M | +3.7% | +77.3% | -73.6% | -6.0% |
| YTD | +15.8% | +141.9% | -126.1% | -0.6% |
| 1Y | +17.4% | +120.9% | -103.5% | +2.2% |
| 3Y | +116.9% | +182.7% | -65.8% | +77.3% |
| 5Y | +117.3% | +646.4% | -529.1% | +46.1% |
| 10Y | +193.8% | +1,138.7% | -945.0% | +64.6% |
| All | +464.9% | +2,977.1% | -2,512.2% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling