Maximum distance profile codes over finite nonbinary fields have been introduced and thoroughly studied in the last decade. These codes have the property that their column distances are maximal among all codes of the same rate and degree. In this paper, we aim at studying this fundamental concept in the context of convolutional codes over a finite ring. We extensively use the concept of p-encoder to establish the theoretical framework and derive several bounds on the column distances. In particular, a method for constructing (not necessarily free) maximum distance profile convolutional codes over Zpr is presented.