+3,101.0%
MPC vs PPG
+241.0%
+2,860.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.6% |
| 7D | +5.4% | -1.5% | +6.9% | +6.3% |
| 30D | +31.0% | -5.0% | +35.9% | +34.5% |
| 3M | +46.0% | +1.1% | +44.9% | +42.3% |
| 6M | +77.3% | -3.2% | +80.5% | +73.1% |
| YTD | +141.9% | +11.9% | +130.0% | +113.8% |
| 1Y | +120.9% | +5.3% | +115.6% | +101.2% |
| 3Y | +182.7% | -15.0% | +197.7% | +187.5% |
| 5Y | +646.4% | -19.6% | +666.0% | +643.8% |
| 10Y | +1,138.7% | +27.0% | +1,111.7% | +732.5% |
| All | +3,101.0% | +241.0% | +2,860.0% | +762.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling