-13.0%
PINS vs MLM
+178.6%
-191.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +2.9% |
| 7D | +1.4% | +9.1% | -7.7% | -3.7% |
| 30D | +5.8% | +14.6% | -8.9% | -2.5% |
| 3M | -17.0% | +0.3% | -17.3% | -17.4% |
| 6M | +1.8% | -7.5% | +9.2% | +4.6% |
| YTD | -18.0% | -10.2% | -7.8% | -15.8% |
| 1Y | -35.5% | -10.5% | -25.0% | -33.5% |
| 3Y | -31.4% | +27.8% | -59.2% | -45.4% |
| 5Y | -51.4% | +38.9% | -90.3% | -63.8% |
| All | -13.0% | +178.6% | -191.6% | -57.9% |
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