+3,091.3%
MLM vs PPG
+1,286.4%
+1,805.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -4.1% | +2.4% | -6.5% | -5.4% |
| 30D | +8.2% | +16.5% | -8.3% | -0.7% |
| 3M | -3.6% | +5.1% | -8.7% | -6.3% |
| 6M | -15.6% | +11.1% | -26.7% | -20.5% |
| YTD | -16.4% | +21.7% | -38.1% | -25.8% |
| 1Y | -14.3% | +32.0% | -46.3% | -27.4% |
| 3Y | +19.3% | +2.8% | +16.6% | +14.0% |
| 5Y | +29.6% | -16.5% | +46.1% | +36.8% |
| 10Y | +189.9% | +59.3% | +130.6% | +109.8% |
| All | +3,091.3% | +1,286.4% | +1,805.0% | +788.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling