+250.9%
PM vs MLM
+149.0%
+101.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -6.6% | -2.9% | -3.8% | -6.0% |
| 30D | -3.4% | +10.4% | -13.9% | -5.5% |
| 3M | +5.3% | -3.7% | +9.1% | +6.0% |
| 6M | +15.5% | -10.3% | +25.8% | +17.7% |
| YTD | +24.3% | -14.8% | +39.1% | +27.6% |
| 1Y | +29.7% | -13.9% | +43.6% | +32.8% |
| 3Y | +144.9% | +18.4% | +126.5% | +128.6% |
| 5Y | +159.0% | +31.8% | +127.2% | +131.0% |
| 10Y | +250.9% | +143.4% | +107.5% | +147.0% |
| All | +250.9% | +149.0% | +101.9% | +147.0% |
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