+91.3%
PEP vs MLM
+140.0%
-48.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -0.3% | -2.0% | +1.7% | 0.0% |
| 30D | +11.8% | +9.5% | +2.2% | +9.9% |
| 3M | +3.7% | -4.7% | +8.4% | +4.5% |
| 6M | -4.3% | -10.7% | +6.4% | -2.7% |
| YTD | +2.1% | -16.6% | +18.7% | +4.8% |
| 1Y | +2.5% | -15.4% | +17.9% | +4.9% |
| 3Y | -5.0% | +15.9% | -21.0% | -9.3% |
| 5Y | +2.9% | +27.1% | -24.3% | -4.8% |
| All | +91.3% | +140.0% | -48.7% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling