+4,524.1%
MU vs PPL
+65.0%
+4,459.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +21.6% | -2.2% | +23.8% | +22.5% |
| 30D | -16.2% | +1.7% | -17.9% | -17.0% |
| 3M | -12.4% | +0.1% | -12.5% | -12.8% |
| 6M | +4.2% | -1.5% | +5.7% | +3.8% |
| YTD | +180.0% | +3.0% | +177.0% | +173.0% |
| 1Y | +226.4% | -1.4% | +227.8% | +223.6% |
| 3Y | +969.7% | +53.5% | +916.3% | +760.6% |
| 5Y | +957.9% | +46.4% | +911.5% | +762.8% |
| All | +4,524.1% | +65.0% | +4,459.1% | +3,285.1% |
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