+83.0%
PL vs MLM
+51.1%
+31.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.1% |
| 7D | -9.3% | -2.9% | -6.4% | -7.4% |
| 30D | -18.9% | -6.8% | -12.1% | -14.9% |
| 3M | -58.4% | -11.2% | -47.1% | -55.9% |
| 6M | -30.3% | -21.8% | -8.5% | -18.8% |
| YTD | -8.1% | -17.0% | +8.9% | +0.9% |
| 1Y | +180.5% | -16.4% | +196.9% | +208.0% |
| 3Y | +444.1% | +14.5% | +429.7% | +377.9% |
| 5Y | +83.0% | +41.7% | +41.3% | +42.0% |
| All | +83.0% | +51.1% | +31.9% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling