+678.6%
MPC vs PPG
-18.4%
+696.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.8% |
| 7D | +3.9% | 0.0% | +3.8% | +3.8% |
| 30D | +33.8% | -7.8% | +41.5% | +35.9% |
| 3M | +49.9% | -2.2% | +52.0% | +49.5% |
| 6M | +80.9% | +4.1% | +76.8% | +75.9% |
| YTD | +147.4% | +9.1% | +138.3% | +136.3% |
| 1Y | +123.2% | +1.0% | +122.2% | +118.1% |
| 3Y | +171.7% | -13.3% | +185.0% | +172.1% |
| 5Y | +678.6% | -19.2% | +697.8% | +676.8% |
| All | +678.6% | -18.4% | +696.9% | +676.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling