+166.6%
PM vs MLM
+30.6%
+136.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.5% | -4.0% |
| 7D | -3.4% | -1.2% | -2.1% | -3.2% |
| 30D | +5.8% | +7.9% | -2.1% | +4.9% |
| 3M | +6.7% | -4.5% | +11.1% | +7.2% |
| 6M | +19.9% | -12.6% | +32.5% | +21.7% |
| YTD | +27.8% | -14.9% | +42.7% | +29.9% |
| 1Y | +39.4% | -13.1% | +52.5% | +41.3% |
| 3Y | +146.9% | +21.2% | +125.7% | +133.9% |
| 5Y | +166.6% | +32.0% | +134.6% | +140.7% |
| All | +166.6% | +30.6% | +136.0% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling