+654.6%
MLM vs PSLV
+117.0%
+537.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -6.8% | +7.3% | -14.1% | -7.5% |
| 3M | -11.2% | -7.4% | -3.8% | -10.7% |
| 6M | -21.8% | -20.3% | -1.6% | -20.4% |
| YTD | -17.0% | -8.2% | -8.7% | -17.9% |
| 1Y | -16.4% | +57.9% | -74.3% | -22.5% |
| 3Y | +14.5% | +162.1% | -147.6% | -0.7% |
| 5Y | +41.7% | +151.2% | -109.4% | +22.6% |
| 10Y | +200.0% | +191.7% | +8.4% | +150.0% |
| All | +654.6% | +117.0% | +537.6% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling