-14.2%
PL vs MLM
-14.6%
+0.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.2% | -5.0% | -8.8% |
| 7D | -20.5% | -1.2% | -19.3% | -20.2% |
| 30D | -38.8% | +7.9% | -46.7% | -40.0% |
| 3M | -49.1% | -4.5% | -44.7% | -48.6% |
| 6M | -69.4% | -12.6% | -56.7% | -68.6% |
| YTD | -42.3% | -14.9% | -27.5% | -44.3% |
| 1Y | -14.2% | -13.1% | -1.1% | -20.1% |
| All | -14.2% | -14.6% | +0.4% | -20.1% |
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 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