+41.0%
MLM vs POET
-4.8%
+45.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +2.0% | -1.7% |
| 7D | -2.7% | +9.7% | -12.5% | -3.0% |
| 30D | -8.3% | -6.5% | -1.8% | -8.2% |
| 3M | -12.0% | -25.7% | +13.8% | -11.5% |
| 6M | -17.6% | +19.6% | -37.2% | -20.1% |
| YTD | -18.9% | +26.4% | -45.3% | -21.7% |
| 1Y | -17.6% | +50.1% | -67.7% | -21.5% |
| 3Y | +16.8% | +127.9% | -111.1% | +7.1% |
| 5Y | +41.0% | -5.9% | +46.9% | +30.0% |
| All | +41.0% | -4.8% | +45.8% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling