+70.1%
MA vs PPL
+55.3%
+14.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +11.8% | +4.3% | +7.5% | +10.6% |
| 3M | +17.2% | +2.9% | +14.2% | +16.2% |
| 6M | +33.4% | +1.1% | +32.3% | +32.9% |
| YTD | +16.1% | +4.5% | +11.7% | +14.3% |
| 1Y | +19.9% | +0.1% | +19.8% | +19.5% |
| 3Y | +70.1% | +55.7% | +14.4% | +56.2% |
| All | +70.1% | +55.3% | +14.8% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling