+29.4%
MMM vs PPL
+39.5%
-10.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | +2.7% | -6.0% | -4.5% |
| 30D | -7.0% | +0.5% | -7.5% | -7.3% |
| 3M | +10.8% | +0.7% | +10.2% | +10.3% |
| 6M | +5.8% | -7.6% | +13.4% | +9.5% |
| YTD | +6.8% | +1.8% | +4.9% | +4.9% |
| 1Y | +10.4% | -0.8% | +11.1% | +9.6% |
| 3Y | +104.7% | +56.9% | +47.8% | +55.0% |
| All | +29.4% | +39.5% | -10.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling