+189.8%
MU vs PPL
+0.9%
+188.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.5% | +6.1% |
| 7D | -12.0% | -1.2% | -10.8% | -12.4% |
| 30D | -28.7% | +4.2% | -33.0% | -27.5% |
| 3M | -16.4% | +1.5% | -18.0% | -15.3% |
| 6M | -1.8% | +1.0% | -2.8% | +0.3% |
| YTD | +157.1% | +4.4% | +152.7% | +151.7% |
| All | +189.8% | +0.9% | +188.8% | +206.1% |
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 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