+311.9%
MULL vs PPG
+3.4%
+308.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +7.9% |
| 7D | +14.8% | -3.7% | +18.5% | +19.6% |
| 30D | +36.6% | -7.2% | +43.8% | +47.7% |
| 3M | -8.9% | -7.3% | -1.6% | -0.3% |
| 6M | +311.9% | +0.3% | +311.7% | +302.6% |
| All | +311.9% | +3.4% | +308.5% | +302.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling