+191.2%
MPC vs PPG
+4.6%
+186.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +2.6% | -1.2% | +3.8% | +2.7% |
| 30D | -12.2% | +21.2% | -33.4% | -14.0% |
| 3M | +20.1% | +8.2% | +11.8% | +19.2% |
| 6M | +60.6% | +17.2% | +43.4% | +56.1% |
| YTD | +150.6% | +25.0% | +125.6% | +135.9% |
| 1Y | +104.7% | +33.5% | +71.1% | +87.6% |
| All | +191.2% | +4.6% | +186.6% | +164.6% |
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