+154.3%
MP vs PPG
-11.7%
+166.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | -2.9% | -1.5% | -1.4% | -2.0% |
| 30D | +13.8% | -5.0% | +18.8% | +17.0% |
| 3M | -16.7% | +1.1% | -17.8% | -18.1% |
| 6M | -11.5% | -3.2% | -8.3% | -11.4% |
| YTD | +7.9% | +11.9% | -3.9% | -1.8% |
| 1Y | -15.0% | +5.3% | -20.4% | -20.2% |
| All | +154.3% | -11.7% | +166.0% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling