+523.6%
PM vs MPC
+2,885.5%
-2,361.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -4.0% |
| 7D | -3.4% | -12.8% | +9.4% | -1.4% |
| 30D | +5.8% | -12.7% | +18.6% | +7.9% |
| 3M | +6.7% | +27.1% | -20.4% | +2.3% |
| 6M | +19.9% | +45.8% | -25.9% | +12.1% |
| YTD | +27.8% | +134.7% | -106.9% | +10.0% |
| 1Y | +39.4% | +106.0% | -66.7% | +22.5% |
| 3Y | +146.9% | +165.5% | -18.6% | +103.5% |
| 5Y | +166.6% | +540.9% | -374.3% | +83.8% |
| 10Y | +242.1% | +1,133.6% | -891.5% | +91.4% |
| All | +523.6% | +2,885.5% | -2,361.9% | +177.4% |
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