+223.9%
PR vs MLM
+30.6%
+193.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.3% | -3.2% |
| 7D | -16.5% | -1.2% | -15.3% | -16.3% |
| 30D | -4.5% | +7.9% | -12.5% | -7.1% |
| 3M | +8.5% | -4.5% | +13.0% | +9.8% |
| 6M | -3.3% | -12.6% | +9.3% | +0.1% |
| YTD | +55.7% | -14.9% | +70.6% | +60.8% |
| 1Y | +82.0% | -13.1% | +95.1% | +85.7% |
| 3Y | +62.5% | +21.2% | +41.2% | +35.8% |
| 5Y | +223.9% | +32.0% | +191.9% | +156.6% |
| All | +223.9% | +30.6% | +193.3% | +156.6% |
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 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