+514.4%
MLM vs POET
-44.1%
+558.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.0% | -1.0% |
| 7D | -5.8% | +14.5% | -20.4% | -6.2% |
| 30D | +9.8% | -12.8% | +22.6% | +10.0% |
| 3M | -5.2% | -34.9% | +29.7% | -4.4% |
| 6M | -10.3% | -59.8% | +49.5% | -9.1% |
| YTD | -15.5% | -11.7% | -3.8% | -17.1% |
| 1Y | -15.0% | +5.7% | -20.7% | -17.2% |
| 3Y | +17.5% | +323.5% | -306.0% | +7.7% |
| 5Y | +30.5% | -31.0% | +61.5% | +23.2% |
| 10Y | +145.5% | +143.0% | +2.5% | +121.1% |
| All | +514.4% | -44.1% | +558.5% | +563.8% |
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