+3,005.7%
MPC vs PPL
+181.6%
+2,824.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.4% |
| 7D | -12.8% | +1.0% | -13.8% | -13.4% |
| 30D | -12.7% | +6.8% | -19.6% | -16.3% |
| 3M | +27.1% | +3.9% | +23.2% | +23.7% |
| 6M | +45.8% | -2.0% | +47.8% | +46.1% |
| YTD | +134.7% | +5.3% | +129.4% | +123.1% |
| 1Y | +106.0% | +2.2% | +103.9% | +99.2% |
| 3Y | +165.5% | +56.7% | +108.8% | +88.0% |
| 5Y | +540.9% | +49.1% | +491.8% | +359.0% |
| 10Y | +1,133.6% | +63.6% | +1,070.0% | +721.4% |
| All | +3,005.7% | +181.6% | +2,824.0% | +964.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling