+14,214.6%
PH vs MLM
+3,210.3%
+11,004.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.0% | -4.8% |
| 7D | -0.2% | +9.1% | -9.3% | -4.3% |
| 30D | -6.7% | +14.6% | -21.3% | -12.7% |
| 3M | -8.1% | +0.3% | -8.4% | -8.8% |
| 6M | +5.3% | -7.5% | +12.8% | +7.9% |
| YTD | +4.2% | -10.2% | +14.4% | +7.9% |
| 1Y | +19.3% | -10.5% | +29.8% | +23.8% |
| 3Y | +133.9% | +27.8% | +106.0% | +104.9% |
| 5Y | +197.7% | +38.9% | +158.8% | +149.2% |
| 10Y | +776.5% | +211.4% | +565.1% | +398.0% |
| All | +14,214.6% | +3,210.3% | +11,004.3% | +3,107.5% |
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