+8,390.6%
PWR vs MLM
+1,768.3%
+6,622.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.1% |
| 7D | +3.6% | -2.9% | +6.5% | +5.2% |
| 30D | -8.6% | -6.8% | -1.8% | -5.3% |
| 3M | -13.2% | -11.2% | -1.9% | -8.8% |
| 6M | +9.9% | -21.8% | +31.7% | +23.5% |
| YTD | +48.0% | -17.0% | +65.0% | +60.2% |
| 1Y | +66.2% | -16.4% | +82.5% | +78.9% |
| 3Y | +195.1% | +14.5% | +180.6% | +164.6% |
| 5Y | +442.6% | +41.7% | +400.8% | +325.6% |
| 10Y | +2,334.2% | +200.0% | +2,134.2% | +1,072.2% |
| All | +8,390.6% | +1,768.3% | +6,622.3% | +1,557.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling