+25.0%
MLM vs PSKY
-78.1%
+103.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.3% |
| 7D | +4.7% | -24.6% | +29.3% | +6.6% |
| 30D | 0.0% | -36.1% | +36.1% | +3.0% |
| 3M | -14.9% | -37.1% | +22.2% | -12.6% |
| 6M | -17.4% | -40.5% | +23.2% | -14.8% |
| YTD | -19.2% | -47.7% | +28.5% | -16.1% |
| 1Y | -19.3% | -58.4% | +39.1% | -14.6% |
| 3Y | +18.0% | -40.7% | +58.7% | +16.0% |
| All | +25.0% | -78.1% | +103.1% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling