+35.6%
PEG vs MLM
+18.8%
+16.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.9% | +2.8% |
| 7D | +0.9% | -3.8% | +4.7% | +1.7% |
| 30D | +3.8% | +11.0% | -7.2% | +1.4% |
| 3M | +0.1% | -3.1% | +3.1% | +0.6% |
| 6M | -1.0% | -9.8% | +8.8% | +0.9% |
| YTD | -4.1% | -14.4% | +10.2% | -1.7% |
| 1Y | -6.9% | -12.6% | +5.7% | -5.0% |
| 3Y | +35.6% | +19.7% | +15.9% | +21.2% |
| All | +35.6% | +18.8% | +16.8% | +21.2% |
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