+13,933.1%
PH vs MLM
+3,039.4%
+10,893.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | +0.4% |
| 7D | -3.9% | -1.2% | -2.7% | -3.5% |
| 30D | -9.4% | +7.9% | -17.3% | -12.8% |
| 3M | -10.3% | -4.5% | -5.9% | -9.0% |
| 6M | +2.7% | -12.6% | +15.3% | +8.0% |
| YTD | +2.1% | -14.9% | +17.0% | +8.4% |
| 1Y | +16.2% | -13.1% | +29.3% | +22.1% |
| 3Y | +129.3% | +21.2% | +108.0% | +105.8% |
| 5Y | +191.7% | +32.0% | +159.7% | +150.0% |
| 10Y | +759.2% | +195.3% | +563.9% | +400.2% |
| All | +13,933.1% | +3,039.4% | +10,893.7% | +3,121.4% |
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 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