+14.8%
PL vs MLM
+54.9%
-40.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.2% | -5.0% | -6.6% |
| 7D | -20.5% | -1.2% | -19.3% | -19.9% |
| 30D | -38.8% | +7.9% | -46.7% | -42.2% |
| 3M | -49.1% | -4.5% | -44.7% | -47.8% |
| 6M | -69.4% | -12.6% | -56.7% | -67.2% |
| YTD | -42.3% | -14.9% | -27.5% | -38.1% |
| 1Y | -14.2% | -13.1% | -1.1% | -8.9% |
| 3Y | +398.7% | +21.2% | +377.5% | +320.0% |
| 5Y | +11.1% | +32.0% | -20.9% | -15.5% |
| All | +14.8% | +54.9% | -40.1% | -13.1% |
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 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