+6,028.8%
MU vs PPL
+54.8%
+5,974.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | +2.7% | +6.3% | +7.9% |
| 30D | +13.8% | +0.5% | +13.4% | +13.6% |
| 3M | +2.1% | +0.7% | +1.4% | +1.3% |
| 6M | +153.8% | -7.6% | +161.4% | +159.2% |
| YTD | +256.4% | +1.8% | +254.6% | +250.3% |
| 1Y | +719.8% | -0.8% | +720.5% | +712.3% |
| 3Y | +1,360.4% | +56.9% | +1,303.5% | +1,061.5% |
| 5Y | +1,312.4% | +39.5% | +1,272.9% | +1,077.4% |
| All | +6,028.8% | +54.8% | +5,974.0% | +4,477.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling