-18.4%
PCG vs MLM
-12.5%
-5.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.2% | +3.9% | -0.7% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | +5.8% | +7.9% | -2.1% | +5.2% |
| 3M | -22.8% | -4.5% | -18.3% | -21.6% |
| 6M | -18.4% | -12.6% | -5.8% | -16.9% |
| All | -18.4% | -12.5% | -5.9% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling