+1,783.4%
PFE vs MLM
+2,961.7%
-1,178.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | +1.8% | -2.9% | +4.7% | +2.3% |
| 30D | +10.2% | -6.8% | +17.1% | +11.7% |
| 3M | +12.7% | -11.2% | +23.9% | +15.0% |
| 6M | +10.5% | -21.8% | +32.4% | +15.5% |
| YTD | +20.2% | -17.0% | +37.1% | +23.8% |
| 1Y | +24.1% | -16.4% | +40.4% | +27.6% |
| 3Y | -3.6% | +14.5% | -18.0% | -7.8% |
| 5Y | -20.9% | +41.7% | -62.6% | -28.6% |
| 10Y | +35.8% | +200.0% | -164.2% | -0.8% |
| All | +1,783.4% | +2,961.7% | -1,178.3% | +725.9% |
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