+2,150.8%
PG vs MLM
+2,961.7%
-810.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | +1.9% | -2.9% | +4.8% | +2.3% |
| 30D | -0.2% | -6.8% | +6.6% | +0.7% |
| 3M | +4.8% | -11.2% | +16.0% | +6.4% |
| 6M | -6.1% | -21.8% | +15.7% | -3.0% |
| YTD | +4.5% | -17.0% | +21.4% | +6.9% |
| 1Y | -5.3% | -16.4% | +11.1% | -3.3% |
| 3Y | +2.6% | +14.5% | -11.9% | -0.7% |
| 5Y | +15.6% | +41.7% | -26.2% | +7.5% |
| 10Y | +118.0% | +200.0% | -82.0% | +76.0% |
| All | +2,150.8% | +2,961.7% | -810.9% | +1,175.3% |
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