+1,747.8%
PLD vs MLM
+1,938.1%
-190.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.3% |
| 7D | -2.4% | -2.9% | +0.5% | -1.2% |
| 30D | -2.4% | -6.8% | +4.4% | +0.6% |
| 3M | -3.8% | -11.2% | +7.4% | +0.7% |
| 6M | 0.0% | -21.8% | +21.9% | +10.7% |
| YTD | +9.2% | -17.0% | +26.2% | +17.0% |
| 1Y | +25.9% | -16.4% | +42.3% | +34.1% |
| 3Y | +21.3% | +14.5% | +6.8% | +10.2% |
| 5Y | +14.1% | +41.7% | -27.6% | -7.3% |
| 10Y | +237.9% | +200.0% | +37.8% | +69.3% |
| All | +1,747.8% | +1,938.1% | -190.2% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling