+1,606.3%
PEP vs MLM
+2,961.7%
-1,355.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.4% | -2.9% | +1.5% | -1.0% |
| 30D | +0.2% | -6.8% | +7.1% | +1.3% |
| 3M | -1.1% | -11.2% | +10.1% | +0.5% |
| 6M | -13.5% | -21.8% | +8.4% | -10.5% |
| YTD | -1.2% | -17.0% | +15.8% | +1.2% |
| 1Y | -1.6% | -16.4% | +14.8% | +0.6% |
| 3Y | -12.5% | +14.5% | -27.0% | -15.5% |
| 5Y | +3.0% | +41.7% | -38.7% | -4.6% |
| 10Y | +73.9% | +200.0% | -126.1% | +38.9% |
| All | +1,606.3% | +2,961.7% | -1,355.5% | +784.9% |
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