+747.9%
PH vs MLM
+185.4%
+562.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.9% |
| 7D | +2.0% | -4.1% | +6.1% | +4.4% |
| 30D | -3.7% | +8.2% | -11.8% | -8.6% |
| 3M | -14.0% | -3.6% | -10.5% | -12.8% |
| 6M | +2.1% | -15.6% | +17.7% | +11.1% |
| YTD | +5.1% | -16.4% | +21.5% | +14.3% |
| 1Y | +10.9% | -14.3% | +25.3% | +18.9% |
| 3Y | +132.9% | +19.3% | +113.6% | +101.4% |
| 5Y | +200.1% | +29.6% | +170.5% | +142.1% |
| All | +747.9% | +185.4% | +562.5% | +310.4% |
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