+2,812.9%
MMM vs PPL
+2,096.5%
+716.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | +2.7% | -6.0% | -4.2% |
| 30D | -7.0% | +0.5% | -7.5% | -7.2% |
| 3M | +10.8% | +0.7% | +10.2% | +10.5% |
| 6M | +5.8% | -7.6% | +13.4% | +8.3% |
| YTD | +6.8% | +1.8% | +4.9% | +5.7% |
| 1Y | +10.4% | -0.8% | +11.1% | +10.1% |
| 3Y | +104.7% | +56.9% | +47.8% | +74.7% |
| 5Y | +23.6% | +39.5% | -16.0% | +9.4% |
| 10Y | +54.1% | +55.4% | -1.3% | +28.0% |
| All | +2,812.9% | +2,096.5% | +716.4% | +990.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling