+2,459.1%
PG vs MLM
+2,981.8%
-522.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +2.4% | -4.1% | +6.5% | +3.0% |
| 30D | +12.6% | +8.2% | +4.5% | +11.3% |
| 3M | +13.3% | -3.6% | +16.9% | +13.8% |
| 6M | +13.4% | -15.6% | +29.0% | +15.9% |
| YTD | +18.8% | -16.4% | +35.2% | +21.4% |
| 1Y | +16.5% | -14.3% | +30.8% | +18.6% |
| 3Y | +18.6% | +19.3% | -0.7% | +14.3% |
| 5Y | +28.8% | +29.6% | -0.8% | +21.4% |
| 10Y | +155.0% | +189.9% | -34.9% | +107.0% |
| All | +2,459.1% | +2,981.8% | -522.8% | +1,348.1% |
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