+728.1%
MCK vs PPL
+67.2%
+661.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.8% |
| 7D | +4.0% | -0.4% | +4.3% | +4.1% |
| 30D | +12.9% | +2.6% | +10.3% | +11.6% |
| 3M | +28.9% | +0.8% | +28.1% | +28.2% |
| 6M | +49.9% | +1.4% | +48.5% | +48.6% |
| YTD | +34.8% | +4.3% | +30.5% | +31.9% |
| 1Y | +30.8% | +0.8% | +30.1% | +29.8% |
| 3Y | +137.4% | +57.9% | +79.5% | +92.0% |
| 5Y | +403.3% | +48.3% | +355.0% | +312.0% |
| All | +728.1% | +67.2% | +661.0% | +522.9% |
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