+1,135.3%
MPC vs PPG
+57.1%
+1,078.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +2.6% | -1.2% | +3.8% | +3.3% |
| 30D | -12.2% | +21.2% | -33.4% | -21.3% |
| 3M | +20.1% | +8.2% | +11.8% | +13.9% |
| 6M | +60.6% | +17.2% | +43.4% | +42.9% |
| YTD | +150.6% | +25.0% | +125.6% | +108.6% |
| 1Y | +104.7% | +33.5% | +71.1% | +63.0% |
| 3Y | +194.5% | +4.2% | +190.3% | +165.5% |
| 5Y | +582.3% | -12.7% | +594.9% | +563.5% |
| 10Y | +1,135.3% | +58.0% | +1,077.3% | +622.8% |
| All | +1,135.3% | +57.1% | +1,078.2% | +622.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling