+26.8%
PL vs MLM
+52.1%
-25.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +11.6% |
| 7D | -6.8% | -4.1% | -2.7% | -4.3% |
| 30D | -29.3% | +8.2% | -37.5% | -33.5% |
| 3M | -44.8% | -3.6% | -41.2% | -43.7% |
| 6M | -68.4% | -15.6% | -52.8% | -65.4% |
| YTD | -36.4% | -16.4% | -19.9% | -30.9% |
| 1Y | +0.7% | -14.3% | +15.1% | +7.7% |
| 3Y | +455.3% | +19.3% | +436.0% | +372.1% |
| 5Y | +22.7% | +29.6% | -6.9% | -5.7% |
| All | +26.8% | +52.1% | -25.3% | -3.0% |
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