+1,171.8%
MPC vs PPL
+67.2%
+1,104.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.3% |
| 7D | +11.2% | -0.4% | +11.6% | +11.4% |
| 30D | -14.5% | +2.6% | -17.1% | -16.0% |
| 3M | +16.7% | +0.8% | +15.9% | +15.7% |
| 6M | +67.6% | +1.4% | +66.1% | +64.3% |
| YTD | +157.9% | +4.3% | +153.6% | +146.4% |
| 1Y | +116.7% | +0.8% | +115.9% | +111.2% |
| 3Y | +199.8% | +57.9% | +141.9% | +109.6% |
| 5Y | +604.4% | +48.3% | +556.1% | +401.6% |
| All | +1,171.8% | +67.2% | +1,104.6% | +734.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling