+2,113.3%
PEG vs MLM
+3,039.4%
-926.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.9% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | +1.9% | +7.9% | -6.0% | +0.2% |
| 3M | -2.3% | -4.5% | +2.1% | -1.6% |
| 6M | -6.7% | -12.6% | +6.0% | -4.5% |
| YTD | -6.6% | -14.9% | +8.3% | -4.1% |
| 1Y | -5.3% | -13.1% | +7.7% | -3.3% |
| 3Y | +26.8% | +21.2% | +5.6% | +20.0% |
| 5Y | +34.7% | +32.0% | +2.7% | +23.7% |
| 10Y | +151.8% | +195.3% | -43.5% | +89.2% |
| All | +2,113.3% | +3,039.4% | -926.1% | +998.3% |
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