+71.3%
PAAS vs MLM
+30.6%
+40.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -0.2% |
| 7D | -0.4% | -1.2% | +0.8% | +0.1% |
| 30D | -11.6% | +7.9% | -19.6% | -14.3% |
| 3M | -15.6% | -4.5% | -11.1% | -14.3% |
| 6M | -19.1% | -12.6% | -6.5% | -15.3% |
| YTD | -20.9% | -14.9% | -6.1% | -16.4% |
| 1Y | +21.3% | -13.1% | +34.4% | +27.3% |
| 3Y | +177.4% | +21.2% | +156.2% | +155.1% |
| 5Y | +71.3% | +32.0% | +39.3% | +44.1% |
| All | +71.3% | +30.6% | +40.7% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 5y: compounded portfolio wealth divided by compounded MLM 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…
5y analysis · Full analysis span regression · 6 months rolling