+3,312.9%
MPC vs PPG
+273.6%
+3,039.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +11.2% | +0.7% | +10.5% | +10.8% |
| 30D | -14.5% | +17.6% | -32.1% | -23.0% |
| 3M | +16.7% | +7.5% | +9.2% | +10.4% |
| 6M | +67.6% | +17.6% | +49.9% | +46.8% |
| YTD | +157.9% | +22.6% | +135.4% | +113.6% |
| 1Y | +116.7% | +28.0% | +88.7% | +73.9% |
| 3Y | +199.8% | +1.8% | +198.0% | +170.3% |
| 5Y | +604.4% | -15.5% | +619.9% | +583.8% |
| 10Y | +1,171.5% | +54.9% | +1,116.6% | +642.7% |
| All | +3,312.9% | +273.6% | +3,039.3% | +760.9% |
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 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