+584.1%
MA vs PPL
+65.0%
+519.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | -2.2% | +1.7% | +0.5% |
| 30D | +7.9% | +1.7% | +6.2% | +7.1% |
| 3M | +16.8% | +0.1% | +16.6% | +16.6% |
| 6M | +31.0% | -1.5% | +32.5% | +31.5% |
| YTD | +15.0% | +3.0% | +12.1% | +12.5% |
| 1Y | +17.0% | -1.4% | +18.5% | +16.8% |
| 3Y | +68.5% | +53.5% | +15.0% | +33.7% |
| 5Y | +85.0% | +46.4% | +38.6% | +49.2% |
| All | +584.1% | +65.0% | +519.1% | +399.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling