+1,615.6%
MLM vs PFG
+1,015.3%
+600.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.7% |
| 7D | -2.9% | +5.5% | -8.4% | -5.0% |
| 30D | -6.8% | +2.4% | -9.2% | -7.8% |
| 3M | -11.2% | +13.6% | -24.8% | -15.7% |
| 6M | -21.8% | +27.9% | -49.7% | -28.9% |
| YTD | -17.0% | +35.6% | -52.5% | -26.3% |
| 1Y | -16.4% | +48.5% | -64.8% | -28.4% |
| 3Y | +14.5% | +66.9% | -52.4% | -7.2% |
| 5Y | +41.7% | +111.0% | -69.2% | +4.7% |
| 10Y | +200.0% | +244.5% | -44.5% | +78.8% |
| All | +1,615.6% | +1,015.3% | +600.3% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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