+168.3%
PG vs MLM
+138.2%
+30.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.7% | -0.9% | +3.5% | +2.8% |
| 30D | +9.2% | +9.0% | +0.2% | +7.7% |
| 3M | +18.5% | -5.6% | +24.0% | +19.4% |
| 6M | +21.1% | -10.7% | +31.7% | +22.8% |
| YTD | +21.9% | -17.2% | +39.1% | +24.9% |
| 1Y | +18.1% | -14.2% | +32.3% | +20.3% |
| 3Y | +20.6% | +15.6% | +4.9% | +16.2% |
| 5Y | +31.8% | +26.2% | +5.6% | +23.7% |
| All | +168.3% | +138.2% | +30.1% | +122.9% |
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 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