+60.6%
PFE vs MLM
+185.4%
-124.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | -3.7% | -4.1% | +0.4% | -3.0% |
| 30D | +5.0% | +8.2% | -3.2% | +3.7% |
| 3M | +12.2% | -3.6% | +15.8% | +12.7% |
| 6M | +14.6% | -15.6% | +30.1% | +17.2% |
| YTD | +24.1% | -16.4% | +40.6% | +26.9% |
| 1Y | +26.6% | -14.3% | +40.9% | +28.9% |
| 3Y | +14.3% | +19.3% | -5.0% | +9.8% |
| 5Y | -21.9% | +29.6% | -51.5% | -27.1% |
| All | +60.6% | +185.4% | -124.8% | +22.3% |
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 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