+19.3%
MLM vs PPG
+2.5%
+16.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -4.1% | +2.4% | -6.5% | -5.3% |
| 30D | +8.2% | +16.5% | -8.3% | -0.1% |
| 3M | -3.6% | +5.1% | -8.7% | -6.1% |
| 6M | -15.6% | +11.1% | -26.7% | -20.0% |
| YTD | -16.4% | +21.7% | -38.1% | -24.7% |
| 1Y | -14.3% | +32.0% | -46.3% | -25.8% |
| 3Y | +19.3% | +2.8% | +16.6% | +8.7% |
| All | +19.3% | +2.5% | +16.8% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling