+1,633.3%
PNR vs MLM
+2,961.7%
-1,328.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -1.2% |
| 30D | -12.8% | -6.8% | -5.9% | -10.2% |
| 3M | -17.0% | -11.2% | -5.8% | -13.0% |
| 6M | -37.4% | -21.8% | -15.6% | -30.9% |
| YTD | -41.6% | -17.0% | -24.6% | -37.4% |
| 1Y | -44.6% | -16.4% | -28.3% | -40.8% |
| 3Y | -12.1% | +14.5% | -26.6% | -17.9% |
| 5Y | -17.4% | +41.7% | -59.1% | -29.4% |
| 10Y | +64.0% | +200.0% | -136.0% | -0.8% |
| All | +1,633.3% | +2,961.7% | -1,328.4% | +406.8% |
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