-10.5%
MLM vs PPG
+38.5%
-48.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | -0.5% |
| 7D | +9.1% | +7.5% | +1.7% | +4.7% |
| 30D | +14.6% | +20.9% | -6.3% | +2.7% |
| 3M | +0.3% | +8.7% | -8.4% | -4.6% |
| 6M | -7.5% | +23.8% | -31.3% | -17.5% |
| YTD | -10.2% | +26.5% | -36.8% | -22.3% |
| 1Y | -10.5% | +37.6% | -48.1% | -24.3% |
| All | -10.5% | +38.5% | -48.9% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling