-13.9%
MLM vs PPG
+32.4%
-46.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -2.9% | +2.6% | -5.5% | -4.3% |
| 30D | +10.4% | +19.7% | -9.3% | -0.6% |
| 3M | -3.7% | +7.7% | -11.5% | -7.9% |
| 6M | -10.3% | +15.0% | -25.2% | -17.0% |
| YTD | -14.8% | +23.7% | -38.5% | -25.8% |
| 1Y | -13.9% | +32.1% | -46.0% | -26.8% |
| All | -13.9% | +32.4% | -46.3% | -26.8% |
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