+1,573.8%
PBR vs MLM
+1,482.6%
+91.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.5% |
| 7D | +8.6% | -2.9% | +11.5% | +10.1% |
| 30D | +12.8% | -6.8% | +19.6% | +16.5% |
| 3M | +14.7% | -11.2% | +25.9% | +19.8% |
| 6M | +25.2% | -21.8% | +47.0% | +38.1% |
| YTD | +77.1% | -17.0% | +94.1% | +87.8% |
| 1Y | +69.6% | -16.4% | +85.9% | +78.0% |
| 3Y | +95.6% | +14.5% | +81.1% | +66.4% |
| 5Y | +501.8% | +41.7% | +460.0% | +332.6% |
| 10Y | +640.6% | +200.0% | +440.5% | +230.7% |
| All | +1,573.8% | +1,482.6% | +91.2% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling