+2,802.6%
MULL vs PPG
+5.2%
+2,797.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.6% | +10.2% | +10.4% |
| 7D | +17.3% | -1.5% | +18.8% | +18.9% |
| 30D | +23.5% | -5.0% | +28.5% | +29.0% |
| 3M | -24.0% | +1.1% | -25.1% | -23.9% |
| 6M | +276.7% | -3.2% | +279.9% | +279.4% |
| YTD | +565.1% | +11.9% | +553.2% | +528.1% |
| 1Y | +2,802.6% | +5.3% | +2,797.3% | +2,925.0% |
| All | +2,802.6% | +5.2% | +2,797.4% | +2,925.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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