+187.1%
PPL vs MXL
+199.9%
-12.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.2% |
| 7D | 0.0% | -15.9% | +15.9% | +0.6% |
| 30D | +4.3% | -44.0% | +48.3% | +6.8% |
| 3M | +2.9% | -21.3% | +24.3% | +3.1% |
| 6M | +1.1% | -46.1% | +47.2% | +2.0% |
| YTD | +4.5% | +208.8% | -204.4% | -8.1% |
| 1Y | +0.1% | +255.5% | -255.4% | -13.0% |
| 3Y | +55.7% | +223.3% | -167.6% | +29.6% |
| 5Y | +47.6% | -18.1% | +65.7% | +35.2% |
| 10Y | +66.8% | +159.9% | -93.1% | +25.4% |
| All | +187.1% | +199.9% | -12.8% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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