+209.3%
MLM vs PSLV
+194.1%
+15.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.1% |
| 7D | -2.7% | +3.3% | -6.0% | -3.1% |
| 30D | -8.3% | +2.1% | -10.5% | -8.6% |
| 3M | -12.0% | +7.1% | -19.1% | -12.9% |
| 6M | -17.6% | -21.6% | +3.9% | -15.7% |
| YTD | -18.9% | -6.7% | -12.1% | -20.7% |
| 1Y | -17.6% | +59.3% | -76.9% | -26.5% |
| 3Y | +16.8% | +182.1% | -165.3% | -6.9% |
| 5Y | +41.0% | +162.6% | -121.6% | +12.3% |
| 10Y | +209.3% | +203.0% | +6.3% | +125.4% |
| All | +209.3% | +194.1% | +15.2% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling