+1,120.0%
MPC vs PPL
+54.8%
+1,065.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | +2.7% | +2.8% | +3.8% |
| 30D | +31.0% | +0.5% | +30.5% | +30.4% |
| 3M | +46.0% | +0.7% | +45.4% | +44.6% |
| 6M | +77.3% | -7.6% | +84.9% | +83.9% |
| YTD | +141.9% | +1.8% | +140.1% | +135.2% |
| 1Y | +120.9% | -0.8% | +121.7% | +117.6% |
| 3Y | +182.7% | +56.9% | +125.8% | +98.3% |
| 5Y | +646.4% | +39.5% | +606.9% | +457.6% |
| All | +1,120.0% | +54.8% | +1,065.2% | +735.0% |
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