+197.4%
PNC vs MLM
+140.0%
+57.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | +1.9% | -2.0% | +3.9% | +2.9% |
| 30D | +6.2% | +9.5% | -3.3% | +1.3% |
| 3M | -8.7% | -4.7% | -4.0% | -6.8% |
| 6M | +9.2% | -10.7% | +19.9% | +14.1% |
| YTD | +14.3% | -16.6% | +30.9% | +22.8% |
| 1Y | +27.7% | -15.4% | +43.1% | +36.1% |
| 3Y | +113.5% | +15.9% | +97.6% | +89.9% |
| 5Y | +36.7% | +27.1% | +9.6% | +12.9% |
| All | +197.4% | +140.0% | +57.4% | +63.6% |
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