+265.1%
MU vs PPG
+38.5%
+226.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.0% | -12.0% | -8.8% |
| 7D | -19.1% | +7.5% | -26.6% | -21.7% |
| 30D | -25.2% | +20.9% | -46.1% | -31.5% |
| 3M | -10.9% | +8.7% | -19.6% | -14.3% |
| 6M | +38.0% | +23.8% | +14.2% | +26.6% |
| YTD | +178.8% | +26.5% | +152.3% | +153.8% |
| 1Y | +265.1% | +37.6% | +227.6% | +231.2% |
| All | +265.1% | +38.5% | +226.7% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling