-10.5%
PCG vs MLM
+15.1%
-25.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | -13.9% | -2.9% | -10.9% | -13.1% |
| 30D | -16.9% | -6.8% | -10.0% | -15.2% |
| 3M | -14.7% | -11.2% | -3.5% | -12.2% |
| 6M | -23.8% | -21.8% | -2.0% | -18.7% |
| YTD | -10.5% | -17.0% | +6.5% | -6.4% |
| 1Y | -5.1% | -16.4% | +11.3% | -1.2% |
| All | -10.5% | +15.1% | -25.7% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling