+217.8%
PNC vs MLM
+167.5%
+50.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +1.4% |
| 7D | -0.2% | -3.8% | +3.7% | +1.8% |
| 30D | +6.5% | +11.0% | -4.5% | +0.8% |
| 3M | -7.6% | -3.1% | -4.5% | -6.5% |
| 6M | +8.5% | -9.8% | +18.3% | +12.9% |
| YTD | +14.5% | -14.4% | +28.8% | +21.4% |
| 1Y | +29.7% | -12.6% | +42.3% | +35.9% |
| 3Y | +115.7% | +19.7% | +95.9% | +88.6% |
| 5Y | +34.6% | +29.8% | +4.9% | +10.0% |
| 10Y | +217.8% | +153.5% | +64.3% | +70.9% |
| All | +217.8% | +167.5% | +50.4% | +70.9% |
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