-46.4%
PNR vs MLM
-17.1%
-29.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -3.0% | +1.4% | -4.4% | -3.7% |
| 30D | -14.9% | -6.5% | -8.4% | -12.2% |
| 3M | -19.0% | -7.4% | -11.6% | -16.3% |
| 6M | -35.9% | -15.8% | -20.1% | -31.1% |
| YTD | -43.1% | -17.4% | -25.7% | -40.0% |
| 1Y | -46.4% | -17.9% | -28.5% | -44.0% |
| All | -46.4% | -17.1% | -29.3% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling