-16.4%
MLM vs PSKY
-26.0%
+9.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.2% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -6.8% | +24.0% | -30.8% | -7.1% |
| 3M | -11.2% | +2.2% | -13.4% | -11.3% |
| 6M | -21.8% | -9.0% | -12.9% | -22.0% |
| YTD | -17.0% | -18.1% | +1.2% | -16.7% |
| 1Y | -16.4% | -25.1% | +8.7% | -15.6% |
| All | -16.4% | -26.0% | +9.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1y: compounded portfolio wealth divided by compounded PSKY 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…
1y analysis · Full analysis span regression · 6 months rolling