+1,878.1%
PFE vs MLM
+3,039.4%
-1,161.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -1.9% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | +8.7% | +7.9% | +0.7% | +7.0% |
| 3M | +15.8% | -4.5% | +20.2% | +16.7% |
| 6M | +16.8% | -12.6% | +29.5% | +19.4% |
| YTD | +26.2% | -14.9% | +41.1% | +29.3% |
| 1Y | +29.9% | -13.1% | +43.0% | +32.6% |
| 3Y | +15.9% | +21.2% | -5.3% | +9.6% |
| 5Y | -20.6% | +32.0% | -52.6% | -27.3% |
| 10Y | +65.4% | +195.3% | -130.0% | +21.3% |
| All | +1,878.1% | +3,039.4% | -1,161.3% | +762.4% |
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