-14.3%
MLM vs PLTD
-12.9%
-1.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.9% |
| 7D | -4.1% | +13.7% | -17.9% | -3.9% |
| 30D | +8.2% | +18.4% | -10.3% | +8.5% |
| 3M | -3.6% | -7.5% | +3.9% | -4.0% |
| 6M | -15.6% | -31.3% | +15.7% | -16.3% |
| YTD | -16.4% | -15.4% | -1.0% | -15.6% |
| 1Y | -14.3% | -18.4% | +4.1% | -13.6% |
| All | -14.3% | -12.9% | -1.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling