+871.5%
MU vs PPL
+55.3%
+816.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -15.2% | 0.0% | -15.2% | -15.1% |
| 30D | -29.5% | +4.3% | -33.8% | -28.6% |
| 3M | -15.8% | +2.9% | -18.7% | -14.8% |
| 6M | -2.9% | +1.1% | -4.0% | -1.8% |
| YTD | +154.2% | +4.5% | +149.8% | +158.1% |
| 1Y | +186.6% | +0.1% | +186.5% | +189.2% |
| 3Y | +871.5% | +55.7% | +815.8% | +967.5% |
| All | +871.5% | +55.3% | +816.2% | +967.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling