+1,710.4%
PPL vs MCO
+7,969.8%
-6,259.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | +4.3% | +10.0% | -5.7% | +2.0% |
| 3M | +2.9% | +7.0% | -4.1% | +1.2% |
| 6M | +1.1% | +13.7% | -12.6% | -2.2% |
| YTD | +4.5% | +0.6% | +3.8% | +3.3% |
| 1Y | +0.1% | +6.2% | -6.1% | -2.2% |
| 3Y | +55.7% | +51.9% | +3.8% | +38.7% |
| 5Y | +47.6% | +37.5% | +10.1% | +32.7% |
| 10Y | +66.8% | +459.4% | -392.5% | +10.7% |
| All | +1,710.4% | +7,969.8% | -6,259.4% | +591.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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