+64.4%
PNR vs MLM
+204.6%
-140.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -3.0% | +1.4% | -4.4% | -3.8% |
| 30D | -14.9% | -6.5% | -8.4% | -11.9% |
| 3M | -19.0% | -7.4% | -11.6% | -16.0% |
| 6M | -35.9% | -15.8% | -20.1% | -30.3% |
| YTD | -43.1% | -17.4% | -25.7% | -37.9% |
| 1Y | -46.4% | -17.9% | -28.5% | -41.4% |
| 3Y | -10.8% | +18.9% | -29.7% | -20.1% |
| 5Y | -18.9% | +43.4% | -62.3% | -34.5% |
| 10Y | +64.4% | +206.2% | -141.8% | -11.6% |
| All | +64.4% | +204.6% | -140.1% | -11.6% |
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