+473.2%
PBR vs MLM
+185.4%
+287.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | -16.0% | -4.1% | -11.8% | -14.6% |
| 30D | -22.8% | +8.2% | -30.9% | -25.5% |
| 3M | +3.0% | -3.6% | +6.6% | +3.9% |
| 6M | -8.1% | -15.6% | +7.5% | -3.1% |
| YTD | +63.1% | -16.4% | +79.6% | +70.3% |
| 1Y | +59.3% | -14.3% | +73.6% | +64.0% |
| 3Y | +66.1% | +19.3% | +46.8% | +39.3% |
| 5Y | +495.8% | +29.6% | +466.2% | +356.2% |
| All | +473.2% | +185.4% | +287.7% | +173.4% |
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