+1.3%
PPL vs MULL
+248.8%
-247.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.1% | -9.7% | -0.5% |
| 7D | +0.4% | -42.7% | +43.1% | 0.0% |
| 30D | +5.4% | -63.8% | +69.2% | +4.7% |
| 3M | +4.3% | -49.0% | +53.3% | +3.8% |
| 6M | -1.3% | -38.2% | +36.8% | -2.1% |
| YTD | +4.7% | +167.0% | -162.3% | +0.9% |
| 1Y | +1.3% | +247.7% | -246.5% | -3.8% |
| All | +1.3% | +248.8% | -247.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling