-15.4%
MLM vs PLTD
-16.7%
+1.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -2.0% | -9.8% | +7.8% | -2.2% |
| 30D | +9.5% | +18.9% | -9.4% | +9.8% |
| 3M | -4.7% | -4.2% | -0.5% | -5.0% |
| 6M | -10.7% | -34.8% | +24.1% | -11.6% |
| YTD | -16.6% | -21.1% | +4.6% | -16.0% |
| 1Y | -15.4% | -19.3% | +3.9% | -14.1% |
| All | -15.4% | -16.7% | +1.3% | -14.1% |
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