+167.0%
MPC vs PPL
+56.9%
+110.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -3.9% |
| 7D | -12.8% | +1.0% | -13.8% | -12.8% |
| 30D | -12.7% | +6.8% | -19.6% | -13.0% |
| 3M | +27.1% | +3.9% | +23.2% | +26.8% |
| 6M | +45.8% | -2.0% | +47.8% | +46.1% |
| YTD | +134.7% | +5.3% | +129.4% | +132.4% |
| 1Y | +106.0% | +2.2% | +103.9% | +105.1% |
| All | +167.0% | +56.9% | +110.1% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling