+2,111.3%
PEG vs MLM
+2,961.7%
-850.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.3% |
| 30D | -2.4% | -6.8% | +4.4% | -1.1% |
| 3M | -4.8% | -11.2% | +6.4% | -2.7% |
| 6M | -10.7% | -21.8% | +11.1% | -6.4% |
| YTD | -6.7% | -17.0% | +10.3% | -3.6% |
| 1Y | -6.8% | -16.4% | +9.5% | -4.0% |
| 3Y | +34.5% | +14.5% | +20.0% | +28.7% |
| 5Y | +35.8% | +41.7% | -6.0% | +22.9% |
| 10Y | +141.7% | +200.0% | -58.3% | +81.2% |
| All | +2,111.3% | +2,961.7% | -850.4% | +1,004.1% |
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