+206.2%
MLM vs PPG
+24.5%
+181.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +1.0% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -6.5% | -7.8% | +1.3% | -1.7% |
| 3M | -7.4% | -2.2% | -5.2% | -6.2% |
| 6M | -15.8% | +4.1% | -20.0% | -18.5% |
| YTD | -17.4% | +9.1% | -26.5% | -22.6% |
| 1Y | -17.9% | +1.0% | -18.8% | -19.6% |
| 3Y | +18.9% | -13.3% | +32.1% | +25.6% |
| 5Y | +43.4% | -19.2% | +62.6% | +55.0% |
| 10Y | +206.2% | +25.9% | +180.3% | +130.5% |
| All | +206.2% | +24.5% | +181.7% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling