+659.5%
MLM vs PSLV
+68.4%
+591.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -4.1% | +5.1% | -9.2% | -4.6% |
| 30D | +8.2% | -13.3% | +21.5% | +9.7% |
| 3M | -3.6% | -16.5% | +12.9% | -2.0% |
| 6M | -15.6% | -32.8% | +17.2% | -12.5% |
| YTD | -16.4% | -28.8% | +12.4% | -15.4% |
| 1Y | -14.3% | +5.8% | -20.2% | -17.1% |
| 3Y | +19.3% | +114.8% | -95.5% | +5.4% |
| 5Y | +29.6% | +99.5% | -69.9% | +14.5% |
| 10Y | +189.9% | +138.2% | +51.7% | +146.7% |
| All | +659.5% | +68.4% | +591.1% | +469.4% |
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 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