+15.6%
MLM vs PPG
+2.6%
+13.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | +9.0% | +17.6% | -8.5% | +0.2% |
| 3M | -5.6% | +7.5% | -13.0% | -9.1% |
| 6M | -10.7% | +17.6% | -28.3% | -17.7% |
| YTD | -17.2% | +22.6% | -39.7% | -25.7% |
| 1Y | -14.2% | +28.0% | -42.2% | -24.6% |
| 3Y | +15.6% | +1.8% | +13.8% | +8.6% |
| All | +15.6% | +2.6% | +13.0% | +8.6% |
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