+2,302.1%
MULL vs PPG
-11.6%
+2,313.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.7% |
| 7D | -8.4% | -6.2% | -2.2% | -0.5% |
| 30D | +9.7% | -7.9% | +17.6% | +22.0% |
| 3M | -26.8% | -10.2% | -16.5% | -16.2% |
| 6M | +220.7% | +2.7% | +218.0% | +208.0% |
| YTD | +509.0% | +4.9% | +504.2% | +441.3% |
| 1Y | +1,739.5% | -3.2% | +1,742.7% | +1,728.0% |
| All | +2,302.1% | -11.6% | +2,313.7% | +2,320.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling