+180.5%
PL vs MLM
-15.9%
+196.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | -9.3% | -2.9% | -6.4% | -8.4% |
| 30D | -18.9% | -6.8% | -12.1% | -17.0% |
| 3M | -58.4% | -11.2% | -47.1% | -57.6% |
| 6M | -30.3% | -21.8% | -8.5% | -22.1% |
| YTD | -8.1% | -17.0% | +8.9% | -6.7% |
| 1Y | +180.5% | -16.4% | +196.9% | +179.8% |
| All | +180.5% | -15.9% | +196.4% | +179.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling