+7,255.1%
PWR vs MLM
+1,780.6%
+5,474.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +7.2% |
| 7D | -12.9% | -4.1% | -8.7% | -10.9% |
| 30D | -22.8% | +8.2% | -31.0% | -26.3% |
| 3M | -19.0% | -3.6% | -15.4% | -18.0% |
| 6M | -31.1% | -15.6% | -15.5% | -26.0% |
| YTD | +28.2% | -16.4% | +44.7% | +37.7% |
| 1Y | +22.2% | -14.3% | +36.5% | +29.5% |
| 3Y | +222.1% | +19.3% | +202.8% | +182.4% |
| 5Y | +364.1% | +29.6% | +334.5% | +281.9% |
| 10Y | +1,864.5% | +189.9% | +1,674.6% | +863.3% |
| All | +7,255.1% | +1,780.6% | +5,474.5% | +1,324.9% |
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