+618.1%
PBR vs MLM
+206.1%
+411.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.4% |
| 7D | +8.6% | -2.9% | +11.5% | +9.8% |
| 30D | +12.8% | -6.8% | +19.6% | +15.9% |
| 3M | +14.7% | -11.2% | +25.9% | +19.0% |
| 6M | +25.2% | -21.8% | +47.0% | +36.4% |
| YTD | +77.1% | -17.0% | +94.1% | +86.2% |
| 1Y | +69.6% | -16.4% | +85.9% | +76.7% |
| 3Y | +95.6% | +14.5% | +81.1% | +67.1% |
| 5Y | +501.8% | +41.7% | +460.0% | +335.0% |
| All | +618.1% | +206.1% | +411.9% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling