+200.6%
MLM vs POET
+24.6%
+176.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +0.1% |
| 7D | -1.3% | +3.7% | -5.0% | -1.4% |
| 30D | -9.1% | -11.5% | +2.4% | -8.7% |
| 3M | -9.0% | -30.8% | +21.8% | -8.1% |
| 6M | -17.0% | +8.6% | -25.6% | -20.0% |
| YTD | -19.0% | +20.1% | -39.0% | -22.5% |
| 1Y | -18.1% | +35.7% | -53.8% | -22.7% |
| 3Y | +16.7% | +116.5% | -99.9% | +2.2% |
| 5Y | +40.2% | -8.4% | +48.7% | +25.4% |
| All | +200.6% | +24.6% | +176.0% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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