+503.4%
MLM vs POET
-20.8%
+524.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.0% | -6.9% | +1.0% |
| 7D | -2.9% | +5.6% | -8.5% | -3.0% |
| 30D | -6.8% | -2.1% | -4.7% | -6.8% |
| 3M | -11.2% | -48.8% | +37.6% | -10.2% |
| 6M | -21.8% | +15.8% | -37.6% | -23.5% |
| YTD | -17.0% | +25.1% | -42.1% | -19.1% |
| 1Y | -16.4% | +50.6% | -66.9% | -19.3% |
| 3Y | +14.5% | +107.9% | -93.4% | +6.5% |
| 5Y | +41.7% | -11.0% | +52.8% | +33.0% |
| 10Y | +200.0% | +25.7% | +174.3% | +171.0% |
| All | +503.4% | -20.8% | +524.2% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling