+171.8%
MLM vs PSKY
-85.1%
+257.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.7% |
| 7D | +4.7% | -24.6% | +29.3% | +8.7% |
| 30D | 0.0% | -36.1% | +36.1% | +6.5% |
| 3M | -17.5% | -53.4% | +35.8% | -10.1% |
| 6M | -17.5% | -53.4% | +35.8% | -10.1% |
| YTD | -17.5% | -53.4% | +35.8% | -10.1% |
| 1Y | -19.3% | -58.4% | +39.1% | -10.4% |
| 3Y | +18.0% | -40.7% | +58.7% | +15.3% |
| 5Y | +41.2% | -80.0% | +121.2% | +66.9% |
| All | +171.8% | -85.1% | +257.0% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling