+302.4%
MXL vs PPG
+26.9%
+275.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.2% |
| 7D | +18.9% | -6.2% | +25.1% | +24.4% |
| 30D | +0.3% | -7.9% | +8.3% | +6.5% |
| 3M | -8.0% | -10.2% | +2.2% | -2.3% |
| 6M | +341.2% | +2.7% | +338.6% | +313.2% |
| YTD | +327.8% | +4.9% | +322.9% | +291.5% |
| 1Y | +364.9% | -3.2% | +368.1% | +353.2% |
| 3Y | +229.2% | -17.0% | +246.2% | +261.1% |
| 5Y | +42.8% | -23.3% | +66.1% | +64.7% |
| All | +302.4% | +26.9% | +275.5% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling