+107.1%
PNR vs MLM
+161.0%
-53.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -1.4% |
| 7D | +2.8% | -4.1% | +6.9% | +5.2% |
| 30D | +31.2% | +8.2% | +23.0% | +25.9% |
| 3M | -2.1% | -3.6% | +1.5% | -0.3% |
| 6M | -14.0% | -15.6% | +1.6% | -6.6% |
| YTD | -33.6% | -16.4% | -17.2% | -28.0% |
| 1Y | -35.2% | -14.3% | -20.8% | -30.6% |
| 3Y | +15.8% | +19.3% | -3.5% | +3.5% |
| 5Y | -1.8% | +29.6% | -31.4% | -17.1% |
| All | +107.1% | +161.0% | -53.9% | +20.0% |
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