+153.3%
MP vs PPL
+57.3%
+96.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +2.7% | -5.5% | -3.7% |
| 30D | +13.8% | +0.5% | +13.4% | +13.6% |
| 3M | -16.7% | +0.7% | -17.4% | -17.6% |
| 6M | -11.5% | -7.6% | -3.9% | -9.4% |
| YTD | +7.9% | +1.8% | +6.1% | +4.1% |
| 1Y | -15.0% | -0.8% | -14.3% | -16.7% |
| All | +153.3% | +57.3% | +96.0% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling