+3,971.9%
MU vs PPL
+62.0%
+3,909.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | -22.0% | +0.4% | -22.4% | -22.2% |
| 30D | -36.6% | +5.4% | -42.0% | -37.9% |
| 3M | -21.7% | +4.3% | -26.0% | -23.2% |
| 6M | +3.5% | -1.3% | +4.9% | +3.0% |
| YTD | +141.9% | +4.7% | +137.2% | +134.7% |
| 1Y | +189.8% | +1.3% | +188.6% | +184.8% |
| 3Y | +855.4% | +57.2% | +798.2% | +661.6% |
| 5Y | +869.2% | +48.2% | +820.9% | +687.7% |
| All | +3,971.9% | +62.0% | +3,909.9% | +2,882.1% |
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