+203.2%
PWR vs MLM
+20.9%
+182.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.2% | -7.1% | -10.0% |
| 7D | -19.9% | -1.2% | -18.6% | -19.3% |
| 30D | -29.3% | +7.9% | -37.2% | -31.7% |
| 3M | -25.5% | -4.5% | -21.0% | -24.0% |
| 6M | -34.0% | -12.6% | -21.4% | -30.2% |
| YTD | +20.7% | -14.9% | +35.6% | +28.1% |
| 1Y | +12.3% | -13.1% | +25.4% | +17.7% |
| All | +203.2% | +20.9% | +182.2% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling