+39.4%
PPL vs MLM
+41.9%
-2.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.7% | -2.9% | +5.6% | +3.3% |
| 30D | +0.5% | -6.8% | +7.3% | +2.0% |
| 3M | +0.7% | -11.2% | +11.9% | +3.1% |
| 6M | -7.6% | -21.8% | +14.2% | -2.8% |
| YTD | +1.8% | -17.0% | +18.8% | +5.3% |
| 1Y | -0.8% | -16.4% | +15.6% | +2.4% |
| 3Y | +56.9% | +14.5% | +42.4% | +47.0% |
| All | +39.4% | +41.9% | -2.5% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling