+47.2%
MMM vs PPL
+47.7%
-0.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | +5.9% | +1.0% | +4.8% | +5.3% |
| 30D | +14.7% | +6.8% | +7.9% | +11.2% |
| 3M | +3.6% | +3.9% | -0.3% | +1.6% |
| 6M | +32.7% | -2.0% | +34.8% | +33.7% |
| YTD | +18.9% | +5.3% | +13.7% | +14.9% |
| 1Y | +16.4% | +2.2% | +14.2% | +14.1% |
| 3Y | +159.8% | +56.7% | +103.1% | +98.1% |
| 5Y | +47.2% | +49.1% | -1.9% | +13.5% |
| All | +47.2% | +47.7% | -0.5% | +13.5% |
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