+192.1%
PM vs MLM
+199.9%
-7.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -4.9% | -2.9% | -2.0% | -4.3% |
| 30D | -3.4% | -6.8% | +3.4% | -2.0% |
| 3M | +5.2% | -11.2% | +16.4% | +7.5% |
| 6M | +3.7% | -21.8% | +25.5% | +8.7% |
| YTD | +15.8% | -17.0% | +32.7% | +19.5% |
| 1Y | +17.4% | -16.4% | +33.7% | +20.8% |
| 3Y | +116.9% | +14.5% | +102.5% | +104.4% |
| 5Y | +117.3% | +41.7% | +75.6% | +90.8% |
| All | +192.1% | +199.9% | -7.8% | +104.1% |
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