+502.1%
MLM vs POET
-48.7%
+550.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.9% | +1.2% | -2.1% | -0.9% |
| 30D | +9.0% | -12.2% | +21.2% | +9.2% |
| 3M | -5.6% | -42.4% | +36.9% | -4.5% |
| 6M | -10.7% | -64.3% | +53.6% | -9.3% |
| YTD | -17.2% | -19.0% | +1.8% | -18.6% |
| 1Y | -14.2% | +9.1% | -23.4% | -16.5% |
| 3Y | +15.6% | +297.7% | -282.1% | +6.2% |
| 5Y | +26.2% | -38.2% | +64.4% | +19.4% |
| 10Y | +140.6% | +123.0% | +17.5% | +117.1% |
| All | +502.1% | -48.7% | +550.8% | +551.8% |
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