-4.3%
MLM vs PLTD
-75.6%
+71.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.5% | -14.7% | -4.5% |
| 7D | -1.2% | +25.1% | -26.3% | +0.2% |
| 30D | +7.9% | +21.0% | -13.1% | +9.3% |
| 3M | -4.5% | -2.9% | -1.5% | -4.6% |
| 6M | -12.6% | -27.8% | +15.1% | -14.0% |
| YTD | -14.9% | -12.6% | -2.3% | -14.3% |
| 1Y | -13.1% | -9.8% | -3.2% | -12.0% |
| All | -4.3% | -75.6% | +71.4% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling