+127.0%
MP vs PPG
+2.5%
+124.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.3% |
| 7D | -10.5% | +2.4% | -12.9% | -11.9% |
| 30D | -23.5% | +16.5% | -40.0% | -30.0% |
| 3M | -25.4% | +5.1% | -30.5% | -27.8% |
| 6M | -51.3% | +11.1% | -62.4% | -54.7% |
| YTD | -29.9% | +21.7% | -51.6% | -39.2% |
| 1Y | -31.8% | +32.0% | -63.8% | -43.9% |
| 3Y | +127.0% | +2.8% | +124.2% | +123.4% |
| All | +127.0% | +2.5% | +124.4% | +123.4% |
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