+143.4%
MLM vs PSLV
+134.7%
+8.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | 0.0% |
| 7D | -2.9% | +3.9% | -6.7% | -3.3% |
| 30D | +10.4% | -16.3% | +26.8% | +12.7% |
| 3M | -3.7% | -23.0% | +19.2% | -0.8% |
| 6M | -10.3% | -36.5% | +26.3% | -5.6% |
| YTD | -14.8% | -29.6% | +14.8% | -13.9% |
| 1Y | -13.9% | -0.5% | -13.3% | -17.7% |
| 3Y | +18.4% | +120.1% | -101.7% | -2.5% |
| 5Y | +31.8% | +93.3% | -61.5% | +9.5% |
| 10Y | +143.4% | +135.7% | +7.7% | +79.2% |
| All | +143.4% | +134.7% | +8.7% | +79.2% |
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