+229.6%
PM vs MLM
+185.4%
+44.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -5.2% | -4.1% | -1.1% | -4.4% |
| 30D | +2.7% | +8.2% | -5.5% | +1.1% |
| 3M | +5.2% | -3.6% | +8.8% | +5.9% |
| 6M | +17.0% | -15.6% | +32.6% | +20.6% |
| YTD | +25.5% | -16.4% | +41.9% | +29.3% |
| 1Y | +35.5% | -14.3% | +49.9% | +38.8% |
| 3Y | +143.9% | +19.3% | +124.6% | +127.9% |
| 5Y | +161.8% | +29.6% | +132.3% | +135.6% |
| All | +229.6% | +185.4% | +44.2% | +147.1% |
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 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