+56.5%
MPC vs PPL
-3.2%
+59.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | 0.0% | -8.1% | -8.1% |
| 7D | -10.9% | +1.8% | -12.7% | -10.6% |
| 30D | -9.4% | +8.4% | -17.8% | -7.9% |
| 3M | +26.0% | +2.4% | +23.6% | +26.1% |
| 6M | +56.5% | -4.0% | +60.5% | +53.3% |
| All | +56.5% | -3.2% | +59.7% | +53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling