+2,509.5%
PG vs MLM
+3,041.7%
-532.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.1% | -2.9% | +6.9% | +4.5% |
| 30D | +12.3% | +10.4% | +1.8% | +10.7% |
| 3M | +15.9% | -3.7% | +19.7% | +16.5% |
| 6M | +16.8% | -10.3% | +27.1% | +18.4% |
| YTD | +21.1% | -14.8% | +35.9% | +23.4% |
| 1Y | +19.3% | -13.9% | +33.2% | +21.3% |
| 3Y | +20.6% | +18.4% | +2.2% | +16.3% |
| 5Y | +30.7% | +31.8% | -1.1% | +22.9% |
| 10Y | +166.7% | +143.4% | +23.2% | +122.2% |
| All | +2,509.5% | +3,041.7% | -532.2% | +1,372.6% |
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