+3.9%
PEP vs MLM
-14.6%
+18.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +1.1% |
| 7D | +6.7% | -1.2% | +7.9% | +6.9% |
| 30D | +13.5% | +7.9% | +5.6% | +12.2% |
| 3M | +3.9% | -4.5% | +8.4% | +4.4% |
| 6M | -6.0% | -12.6% | +6.7% | -4.2% |
| YTD | +2.5% | -14.9% | +17.3% | +4.1% |
| 1Y | +3.9% | -13.1% | +17.0% | +5.1% |
| All | +3.9% | -14.6% | +18.5% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling