+2,382.7%
PNC vs MLM
+2,961.7%
-579.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | -3.8% | -6.8% | +3.0% | -0.9% |
| 3M | +9.0% | -11.2% | +20.3% | +14.1% |
| 6M | +16.6% | -21.8% | +38.5% | +29.0% |
| YTD | +20.4% | -17.0% | +37.4% | +29.0% |
| 1Y | +22.3% | -16.4% | +38.7% | +30.4% |
| 3Y | +124.5% | +14.5% | +110.1% | +105.0% |
| 5Y | +54.1% | +41.7% | +12.3% | +25.7% |
| 10Y | +276.3% | +200.0% | +76.2% | +109.9% |
| All | +2,382.7% | +2,961.7% | -579.1% | +530.3% |
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