+61.1%
PPL vs MLM
+190.7%
-129.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +2.1% |
| 7D | +1.0% | -1.2% | +2.3% | +1.3% |
| 30D | +6.8% | +7.9% | -1.1% | +4.6% |
| 3M | +3.9% | -4.5% | +8.3% | +4.8% |
| 6M | -2.0% | -12.6% | +10.6% | +0.9% |
| YTD | +5.3% | -14.9% | +20.1% | +8.7% |
| 1Y | +2.2% | -13.1% | +15.3% | +4.8% |
| 3Y | +56.7% | +21.2% | +35.5% | +44.4% |
| 5Y | +49.1% | +32.0% | +17.1% | +31.3% |
| All | +61.1% | +190.7% | -129.6% | +14.8% |
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 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