+25.9%
PLD vs MLM
-15.9%
+41.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | -2.4% | -6.8% | +4.4% | -0.9% |
| 3M | -3.8% | -11.2% | +7.4% | -1.4% |
| 6M | 0.0% | -21.8% | +21.9% | +5.0% |
| YTD | +9.2% | -17.0% | +26.2% | +13.0% |
| 1Y | +25.9% | -16.4% | +42.3% | +27.5% |
| All | +25.9% | -15.9% | +41.8% | +27.5% |
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