+254.1%
MP vs PPG
+34.4%
+219.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.4% |
| 7D | -10.5% | +2.4% | -12.9% | -12.2% |
| 30D | -23.5% | +16.5% | -40.0% | -30.9% |
| 3M | -25.4% | +5.1% | -30.5% | -28.1% |
| 6M | -51.3% | +11.1% | -62.4% | -55.1% |
| YTD | -29.9% | +21.7% | -51.6% | -40.0% |
| 1Y | -31.8% | +32.0% | -63.8% | -44.9% |
| 3Y | +127.0% | +2.8% | +124.2% | +114.8% |
| 5Y | -3.3% | -16.5% | +13.3% | -3.0% |
| All | +254.1% | +34.4% | +219.7% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling