+1,384.0%
MU vs PPG
-16.1%
+1,400.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +4.2% |
| 7D | +7.5% | -3.7% | +11.2% | +10.1% |
| 30D | +19.4% | -7.2% | +26.6% | +25.0% |
| 3M | +9.8% | -7.3% | +17.2% | +15.0% |
| 6M | +164.1% | +0.3% | +163.9% | +160.8% |
| YTD | +260.3% | +6.5% | +253.8% | +236.3% |
| 1Y | +661.2% | +0.5% | +660.6% | +637.5% |
| All | +1,384.0% | -16.1% | +1,400.1% | +1,419.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling