+5,731.6%
MU vs PPG
+26.9%
+5,704.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -4.1% | -6.2% | +2.2% | 0.0% |
| 30D | +7.0% | -7.9% | +15.0% | +12.9% |
| 3M | -2.1% | -10.2% | +8.2% | +4.6% |
| 6M | +133.1% | +2.7% | +130.4% | +126.7% |
| YTD | +241.9% | +4.9% | +237.0% | +224.9% |
| 1Y | +548.8% | -3.2% | +551.9% | +545.7% |
| 3Y | +1,308.2% | -17.0% | +1,325.2% | +1,436.7% |
| 5Y | +1,260.7% | -23.3% | +1,284.0% | +1,425.7% |
| All | +5,731.6% | +26.9% | +5,704.8% | +4,507.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling