+2,098.5%
PEG vs MLM
+2,981.8%
-883.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.3% |
| 7D | -2.3% | -4.1% | +1.9% | -1.4% |
| 30D | +1.2% | +8.2% | -7.0% | -0.5% |
| 3M | -2.4% | -3.6% | +1.2% | -1.8% |
| 6M | -6.9% | -15.6% | +8.7% | -4.0% |
| YTD | -7.2% | -16.4% | +9.2% | -4.4% |
| 1Y | -8.9% | -14.3% | +5.5% | -6.6% |
| 3Y | +27.1% | +19.3% | +7.8% | +20.7% |
| 5Y | +33.8% | +29.6% | +4.2% | +23.4% |
| 10Y | +150.2% | +189.9% | -39.8% | +88.6% |
| All | +2,098.5% | +2,981.8% | -883.4% | +995.1% |
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