+15,124.1%
PGR vs MLM
+2,961.7%
+12,162.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | +0.1% | -2.9% | +3.1% | +0.9% |
| 30D | +2.9% | -6.8% | +9.7% | +4.9% |
| 3M | +12.1% | -11.2% | +23.3% | +15.4% |
| 6M | +3.7% | -21.8% | +25.5% | +10.2% |
| YTD | +2.4% | -17.0% | +19.3% | +6.6% |
| 1Y | -6.4% | -16.4% | +10.0% | -2.8% |
| 3Y | +76.8% | +14.5% | +62.3% | +64.9% |
| 5Y | +154.3% | +41.7% | +112.6% | +119.0% |
| 10Y | +790.1% | +200.0% | +590.0% | +468.5% |
| All | +15,124.1% | +2,961.7% | +12,162.4% | +4,774.6% |
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