+427.0%
MCK vs PPL
+57.2%
+369.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.9% | -2.1% | -0.8% | -2.0% |
| 30D | +0.4% | -3.1% | +3.5% | +1.7% |
| 3M | +12.1% | -3.1% | +15.2% | +13.4% |
| 6M | -5.4% | -8.0% | +2.5% | -2.3% |
| YTD | +7.8% | -0.3% | +8.1% | +7.6% |
| 1Y | +22.9% | -2.2% | +25.2% | +23.8% |
| 3Y | +110.7% | +50.4% | +60.3% | +74.9% |
| 5Y | +346.2% | +36.9% | +309.3% | +281.4% |
| All | +427.0% | +57.2% | +369.9% | +311.8% |
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