+415.3%
PR vs MLM
+41.9%
+373.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +2.9% | -2.9% | +5.8% | +3.9% |
| 30D | +18.0% | -6.8% | +24.9% | +20.7% |
| 3M | +16.9% | -11.2% | +28.1% | +20.5% |
| 6M | +28.2% | -21.8% | +50.0% | +38.7% |
| YTD | +69.3% | -17.0% | +86.3% | +76.8% |
| 1Y | +69.5% | -16.4% | +85.9% | +75.5% |
| 3Y | +81.7% | +14.5% | +67.2% | +56.3% |
| All | +415.3% | +41.9% | +373.3% | +309.4% |
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