+899.1%
PM vs MLM
+562.6%
+336.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | +4.3% | +9.1% | -4.9% | +2.3% |
| 30D | +11.5% | +14.6% | -3.2% | +8.2% |
| 3M | +13.0% | +0.3% | +12.7% | +12.8% |
| 6M | +25.9% | -7.5% | +33.4% | +27.3% |
| YTD | +34.0% | -10.2% | +44.2% | +36.0% |
| 1Y | +46.9% | -10.5% | +57.4% | +49.2% |
| 3Y | +158.9% | +27.8% | +131.0% | +139.1% |
| 5Y | +181.3% | +38.9% | +142.4% | +150.5% |
| 10Y | +258.7% | +211.4% | +47.3% | +151.9% |
| All | +899.1% | +562.6% | +336.5% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling