+75.3%
PLD vs MP
+450.8%
-375.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -2.4% | -2.9% | +0.5% | -2.2% |
| 30D | -2.4% | +13.8% | -16.2% | -3.4% |
| 3M | -3.8% | -16.7% | +12.9% | -2.9% |
| 6M | 0.0% | -11.5% | +11.5% | -0.1% |
| YTD | +9.2% | +7.9% | +1.3% | +6.9% |
| 1Y | +25.9% | -15.0% | +40.9% | +24.2% |
| 3Y | +21.3% | +153.5% | -132.2% | +2.3% |
| 5Y | +14.1% | +58.7% | -44.5% | -1.4% |
| All | +75.3% | +450.8% | -375.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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