+103.2%
PNR vs MLM
+140.5%
-37.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | 0.0% |
| 7D | -3.7% | -5.8% | +2.1% | -0.7% |
| 30D | +33.1% | +9.8% | +23.3% | +26.8% |
| 3M | +3.7% | -5.2% | +8.9% | +6.5% |
| 6M | -7.7% | -10.3% | +2.6% | -2.9% |
| YTD | -32.4% | -15.5% | -17.0% | -27.1% |
| 1Y | -35.0% | -15.0% | -20.0% | -30.1% |
| 3Y | +17.1% | +17.5% | -0.4% | +5.5% |
| 5Y | +0.1% | +30.5% | -30.4% | -15.7% |
| 10Y | +103.2% | +145.5% | -42.3% | +18.4% |
| All | +103.2% | +140.5% | -37.3% | +18.4% |
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