+119.6%
PM vs MLM
+15.1%
+104.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.0% |
| 7D | -4.9% | -2.9% | -2.0% | -4.7% |
| 30D | -3.4% | -6.8% | +3.4% | -2.9% |
| 3M | +5.2% | -11.2% | +16.4% | +5.9% |
| 6M | +3.7% | -21.8% | +25.5% | +5.2% |
| YTD | +15.8% | -17.0% | +32.7% | +17.0% |
| 1Y | +17.4% | -16.4% | +33.7% | +18.6% |
| All | +119.6% | +15.1% | +104.5% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling