+47.2%
PBR vs MLM
-12.5%
+59.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.4% | -0.4% |
| 7D | -13.3% | -3.8% | -9.4% | -14.0% |
| 30D | -27.5% | +11.0% | -38.5% | -25.4% |
| 3M | +5.2% | -3.1% | +8.2% | +4.3% |
| 6M | -6.4% | -9.8% | +3.4% | -7.9% |
| YTD | +61.6% | -14.4% | +75.9% | +55.4% |
| All | +47.2% | -12.5% | +59.6% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling