+270.8%
MXL vs PPG
+338.1%
-67.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -1.6% |
| 7D | +16.6% | -5.1% | +21.8% | +21.1% |
| 30D | +0.5% | -9.6% | +10.0% | +8.0% |
| 3M | -3.6% | -6.4% | +2.8% | -0.6% |
| 6M | +328.0% | +0.5% | +327.5% | +308.0% |
| YTD | +297.8% | +4.4% | +293.4% | +266.3% |
| 1Y | +339.4% | -0.9% | +340.3% | +320.9% |
| 3Y | +201.7% | -17.0% | +218.7% | +231.1% |
| 5Y | +32.8% | -23.7% | +56.4% | +54.0% |
| 10Y | +274.8% | +25.9% | +248.9% | +179.1% |
| All | +270.8% | +338.1% | -67.3% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling