+6,822.1%
PWR vs MLM
+1,815.7%
+5,006.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.2% | -7.1% | -9.5% |
| 7D | -19.9% | -1.2% | -18.6% | -19.3% |
| 30D | -29.3% | +7.9% | -37.2% | -32.3% |
| 3M | -25.5% | -4.5% | -21.0% | -24.1% |
| 6M | -34.0% | -12.6% | -21.4% | -30.4% |
| YTD | +20.7% | -14.9% | +35.6% | +28.4% |
| 1Y | +12.3% | -13.1% | +25.4% | +18.2% |
| 3Y | +201.9% | +21.2% | +180.6% | +162.6% |
| 5Y | +336.8% | +32.0% | +304.7% | +256.1% |
| 10Y | +1,748.9% | +195.3% | +1,553.5% | +798.2% |
| All | +6,822.1% | +1,815.7% | +5,006.4% | +1,228.6% |
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