+259.1%
MP vs PPL
+74.9%
+184.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -12.5% | +1.8% | -14.3% | -13.3% |
| 30D | -23.3% | +8.4% | -31.7% | -26.4% |
| 3M | -24.4% | +2.4% | -26.7% | -25.4% |
| 6M | -45.8% | -4.0% | -41.8% | -45.1% |
| YTD | -28.9% | +4.5% | -33.4% | -32.2% |
| 1Y | -34.6% | +1.7% | -36.3% | -36.7% |
| 3Y | +118.7% | +55.5% | +63.2% | +59.3% |
| 5Y | -3.1% | +47.0% | -50.1% | -27.3% |
| All | +259.1% | +74.9% | +184.2% | +139.8% |
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