+4,271.9%
MU vs PPL
+62.1%
+4,209.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.5% | +6.3% |
| 7D | -12.0% | -1.2% | -10.8% | -11.8% |
| 30D | -28.7% | +4.2% | -33.0% | -30.0% |
| 3M | -16.4% | +1.5% | -18.0% | -17.2% |
| 6M | -1.8% | +1.0% | -2.8% | -3.0% |
| YTD | +157.1% | +4.4% | +152.7% | +149.6% |
| 1Y | +208.5% | +0.8% | +207.7% | +203.7% |
| 3Y | +906.2% | +56.5% | +849.7% | +703.9% |
| 5Y | +893.4% | +47.7% | +845.7% | +708.5% |
| 10Y | +4,271.9% | +64.4% | +4,207.5% | +3,087.5% |
| All | +4,271.9% | +62.1% | +4,209.7% | +3,087.5% |
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