+18.9%
MLM vs POET
+130.8%
-112.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -0.7% |
| 7D | +1.4% | +17.0% | -15.6% | +1.0% |
| 30D | -6.5% | -6.7% | +0.2% | -6.4% |
| 3M | -7.4% | -32.3% | +24.9% | -6.8% |
| 6M | -15.8% | +32.3% | -48.1% | -18.2% |
| YTD | -17.4% | +31.3% | -48.7% | -20.0% |
| 1Y | -17.9% | +55.3% | -73.2% | -21.3% |
| 3Y | +18.9% | +136.8% | -117.9% | +11.0% |
| All | +18.9% | +130.8% | -112.0% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling