+141.0%
PH vs MLM
+15.1%
+125.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -3.1% | -2.9% | -0.2% | -1.5% |
| 30D | -3.2% | -6.8% | +3.6% | +0.3% |
| 3M | +10.6% | -11.2% | +21.8% | +17.2% |
| 6M | -2.1% | -21.8% | +19.7% | +12.1% |
| YTD | +10.2% | -17.0% | +27.2% | +20.5% |
| 1Y | +28.2% | -16.4% | +44.6% | +39.2% |
| All | +141.0% | +15.1% | +125.9% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling