+406.3%
PWR vs MLM
+29.9%
+376.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -11.2% | -2.9% | -8.4% | -9.8% |
| 30D | -17.4% | +10.4% | -27.8% | -21.7% |
| 3M | -11.7% | -3.7% | -8.0% | -10.3% |
| 6M | -21.7% | -10.3% | -11.4% | -18.5% |
| YTD | +38.3% | -14.8% | +53.1% | +47.3% |
| 1Y | +29.6% | -13.9% | +43.5% | +37.2% |
| 3Y | +236.1% | +18.4% | +217.8% | +188.4% |
| 5Y | +406.3% | +31.8% | +374.5% | +298.5% |
| All | +406.3% | +29.9% | +376.4% | +298.5% |
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