+117.2%
PG vs MLM
+203.1%
-85.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.8% |
| 7D | -3.4% | -2.7% | -0.7% | -3.0% |
| 30D | -2.6% | -8.3% | +5.7% | -1.4% |
| 3M | -3.3% | -12.0% | +8.6% | -1.7% |
| 6M | -6.7% | -17.6% | +10.9% | -4.3% |
| YTD | +1.7% | -18.9% | +20.6% | +4.5% |
| 1Y | -7.9% | -17.6% | +9.7% | -5.7% |
| 3Y | +0.9% | +16.8% | -15.8% | -2.7% |
| 5Y | +12.6% | +41.0% | -28.4% | +4.5% |
| 10Y | +117.2% | +209.3% | -92.1% | +83.7% |
| All | +117.2% | +203.1% | -85.9% | +83.7% |
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