+107.3%
PR vs MLM
+199.9%
-92.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.2% |
| 7D | +2.9% | -2.9% | +5.8% | +4.3% |
| 30D | +18.0% | -6.8% | +24.9% | +21.9% |
| 3M | +16.9% | -11.2% | +28.1% | +22.0% |
| 6M | +28.2% | -21.8% | +50.0% | +41.7% |
| YTD | +69.3% | -17.0% | +86.3% | +79.5% |
| 1Y | +69.5% | -16.4% | +85.9% | +78.0% |
| 3Y | +81.7% | +14.5% | +67.2% | +54.4% |
| 5Y | +422.2% | +41.7% | +380.5% | +280.8% |
| All | +107.3% | +199.9% | -92.6% | +24.0% |
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 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