+45.3%
MMM vs PPL
+47.9%
-2.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +6.2% | +0.4% | +5.8% | +6.0% |
| 30D | +14.2% | +5.4% | +8.8% | +11.4% |
| 3M | +2.9% | +4.3% | -1.4% | +0.8% |
| 6M | +27.6% | -1.3% | +28.9% | +28.0% |
| YTD | +17.3% | +4.7% | +12.6% | +13.6% |
| 1Y | +15.1% | +1.3% | +13.8% | +13.4% |
| 3Y | +157.1% | +57.2% | +99.9% | +95.6% |
| All | +45.3% | +47.9% | -2.6% | +12.2% |
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 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