+27.8%
PL vs MLM
+63.4%
-35.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.7% | -7.9% |
| 7D | -11.7% | +9.1% | -20.9% | -17.2% |
| 30D | -27.1% | +14.6% | -41.8% | -34.1% |
| 3M | -44.6% | +0.3% | -44.9% | -45.1% |
| 6M | -67.2% | -7.5% | -59.7% | -66.3% |
| YTD | -35.9% | -10.2% | -25.6% | -33.7% |
| 1Y | -0.4% | -10.5% | +10.1% | +3.5% |
| 3Y | +454.8% | +27.8% | +427.0% | +349.7% |
| 5Y | +24.8% | +38.9% | -14.2% | -8.8% |
| All | +27.8% | +63.4% | -35.6% | -6.9% |
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 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