-10.3%
MLM vs POET
-53.8%
+43.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.0% | -0.8% |
| 7D | -5.8% | +14.5% | -20.4% | -5.8% |
| 30D | +9.8% | -12.8% | +22.6% | +10.0% |
| 3M | -5.2% | -34.9% | +29.7% | -4.8% |
| 6M | -10.3% | -59.8% | +49.5% | -9.5% |
| All | -10.3% | -53.8% | +43.5% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling