+181.2%
MLM vs PFGC
+347.9%
-166.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -4.1% | +8.5% | -12.7% | -6.7% |
| 30D | +8.2% | +15.0% | -6.8% | +3.4% |
| 3M | -3.6% | -6.2% | +2.6% | -2.1% |
| 6M | -15.6% | +15.7% | -31.3% | -19.7% |
| YTD | -16.4% | +19.6% | -36.0% | -21.8% |
| 1Y | -14.3% | +13.2% | -27.5% | -18.6% |
| 3Y | +19.3% | +77.0% | -57.6% | -2.3% |
| 5Y | +29.6% | +121.5% | -91.9% | -3.2% |
| All | +181.2% | +347.9% | -166.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling