+566.9%
PBR vs MLM
+140.0%
+426.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -3.7% | -2.0% | -1.7% | -2.9% |
| 30D | -29.0% | +9.5% | -38.5% | -32.0% |
| 3M | +4.9% | -4.7% | +9.6% | +6.5% |
| 6M | -8.4% | -10.7% | +2.3% | -5.8% |
| YTD | +59.4% | -16.6% | +75.9% | +66.6% |
| 1Y | +45.5% | -15.4% | +60.9% | +50.7% |
| 3Y | +67.4% | +15.9% | +51.5% | +41.7% |
| 5Y | +453.0% | +27.1% | +425.8% | +324.8% |
| All | +566.9% | +140.0% | +426.9% | +206.8% |
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