+445.3%
MP vs PPL
+70.5%
+374.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +2.7% | -5.5% | -4.1% |
| 30D | +13.8% | +0.5% | +13.4% | +13.4% |
| 3M | -16.7% | +0.7% | -17.4% | -17.8% |
| 6M | -11.5% | -7.6% | -3.9% | -8.9% |
| YTD | +7.9% | +1.8% | +6.1% | +4.4% |
| 1Y | -15.0% | -0.8% | -14.3% | -16.7% |
| 3Y | +153.5% | +56.9% | +96.6% | +83.3% |
| 5Y | +58.7% | +39.5% | +19.1% | +22.0% |
| All | +445.3% | +70.5% | +374.8% | +269.1% |
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