-3.7%
MLM vs PLTD
-77.7%
+74.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | +2.1% |
| 7D | -3.8% | +4.2% | -8.1% | -3.5% |
| 30D | +11.0% | +20.8% | -9.8% | +12.4% |
| 3M | -3.1% | -2.6% | -0.5% | -3.1% |
| 6M | -9.8% | -33.1% | +23.3% | -11.6% |
| YTD | -14.4% | -20.0% | +5.7% | -14.3% |
| 1Y | -12.6% | -21.6% | +9.1% | -12.4% |
| All | -3.7% | -77.7% | +74.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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