-36.0%
PINS vs MLM
+20.9%
-56.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.2% | -1.6% | -5.1% |
| 7D | -0.7% | -1.2% | +0.6% | -0.1% |
| 30D | -1.2% | +7.9% | -9.1% | -3.5% |
| 3M | -15.3% | -4.5% | -10.8% | -14.0% |
| 6M | -11.2% | -12.6% | +1.5% | -8.0% |
| YTD | -23.6% | -14.9% | -8.7% | -21.3% |
| 1Y | -23.1% | -13.1% | -10.1% | -21.8% |
| All | -36.0% | +20.9% | -56.9% | -49.1% |
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