+1,709.4%
PPL vs MCO
+7,975.6%
-6,266.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | +4.2% | +10.1% | -5.9% | +1.9% |
| 3M | +1.5% | +7.2% | -5.7% | -0.3% |
| 6M | +1.0% | +13.8% | -12.7% | -2.2% |
| YTD | +4.4% | +0.7% | +3.7% | +3.2% |
| 1Y | +0.8% | +5.6% | -4.9% | -1.5% |
| 3Y | +56.5% | +54.1% | +2.4% | +38.9% |
| 5Y | +47.7% | +36.0% | +11.7% | +33.1% |
| 10Y | +64.4% | +457.5% | -393.1% | +9.2% |
| All | +1,709.4% | +7,975.6% | -6,266.3% | +590.6% |
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