+21.5%
MLM vs PFGC
+81.0%
-59.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -1.2% | +12.5% | -13.7% | -5.1% |
| 30D | +7.9% | +17.0% | -9.0% | +2.4% |
| 3M | -4.5% | -2.1% | -2.4% | -4.1% |
| 6M | -12.6% | +25.9% | -38.5% | -19.4% |
| YTD | -14.9% | +22.0% | -36.8% | -21.3% |
| 1Y | -13.1% | +14.8% | -27.9% | -18.1% |
| All | +21.5% | +81.0% | -59.4% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling