+176.7%
MU vs PPL
+1.1%
+175.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.8% | -18.2% | -17.1% |
| 7D | -29.7% | +1.0% | -30.8% | -29.4% |
| 30D | -37.2% | +6.8% | -44.0% | -35.8% |
| 3M | -26.5% | +3.9% | -30.4% | -25.0% |
| 6M | +2.6% | -2.0% | +4.6% | +5.6% |
| YTD | +130.1% | +5.3% | +124.9% | +125.3% |
| 1Y | +176.7% | +2.2% | +174.5% | +190.2% |
| All | +176.7% | +1.1% | +175.6% | +190.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling