+72.6%
PR vs MLM
+216.9%
-144.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.9% | -7.7% |
| 7D | -12.1% | +9.1% | -21.2% | -16.2% |
| 30D | +0.9% | +14.6% | -13.7% | -6.4% |
| 3M | +10.1% | +0.3% | +9.8% | +9.0% |
| 6M | +1.1% | -7.5% | +8.6% | +2.5% |
| YTD | +63.7% | -10.2% | +73.9% | +65.9% |
| 1Y | +87.0% | -10.5% | +97.5% | +89.5% |
| 3Y | +70.7% | +27.8% | +42.9% | +36.6% |
| 5Y | +246.8% | +38.9% | +207.9% | +155.9% |
| 10Y | +72.6% | +211.4% | -138.8% | -5.6% |
| All | +72.6% | +216.9% | -144.3% | -5.6% |
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