-10.5%
MLM vs PSLV
+7.9%
-18.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.6% | +1.9% |
| 7D | +9.1% | -2.6% | +11.8% | +9.3% |
| 30D | +14.6% | -14.2% | +28.8% | +15.8% |
| 3M | +0.3% | -12.2% | +12.5% | +1.1% |
| 6M | -7.5% | -28.1% | +20.6% | -5.6% |
| YTD | -10.2% | -28.2% | +18.0% | -10.1% |
| 1Y | -10.5% | +9.1% | -19.6% | -11.7% |
| All | -10.5% | +7.9% | -18.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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