+1,870.7%
PNR vs MLM
+2,981.8%
-1,111.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -1.6% |
| 7D | +2.8% | -4.1% | +6.9% | +4.7% |
| 30D | +31.2% | +8.2% | +23.0% | +27.0% |
| 3M | -2.1% | -3.6% | +1.5% | -0.6% |
| 6M | -14.0% | -15.6% | +1.6% | -8.0% |
| YTD | -33.6% | -16.4% | -17.2% | -29.0% |
| 1Y | -35.2% | -14.3% | -20.8% | -31.4% |
| 3Y | +15.8% | +19.3% | -3.5% | +6.6% |
| 5Y | -1.8% | +29.6% | -31.4% | -13.1% |
| 10Y | +117.0% | +189.9% | -73.0% | +33.0% |
| All | +1,870.7% | +2,981.8% | -1,111.2% | +474.5% |
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