+41.7%
PEG vs MLM
+25.7%
+16.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.6% |
| 7D | +4.5% | -0.9% | +5.4% | +4.7% |
| 30D | +7.5% | +9.0% | -1.5% | +5.0% |
| 3M | +0.8% | -5.6% | +6.4% | +2.2% |
| 6M | 0.0% | -10.7% | +10.7% | +2.5% |
| YTD | -3.0% | -17.2% | +14.1% | +0.9% |
| 1Y | -4.7% | -14.2% | +9.5% | -1.9% |
| 3Y | +36.5% | +15.6% | +20.9% | +26.5% |
| All | +41.7% | +25.7% | +16.0% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling