+175.1%
MPC vs PPG
-16.1%
+191.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.7% |
| 7D | +3.2% | -3.7% | +6.9% | +3.6% |
| 30D | +25.0% | -7.2% | +32.2% | +26.1% |
| 3M | +55.2% | -7.3% | +62.5% | +55.9% |
| 6M | +86.4% | +0.3% | +86.1% | +83.5% |
| YTD | +148.5% | +6.5% | +141.9% | +139.1% |
| 1Y | +121.7% | +0.5% | +121.2% | +117.3% |
| All | +175.1% | -16.1% | +191.1% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling