+23.0%
MMM vs PSLV
+7.9%
+15.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.0% | +3.6% | +9.0% |
| 7D | +12.2% | -2.6% | +14.9% | +12.4% |
| 30D | +18.8% | -14.2% | +33.0% | +20.2% |
| 3M | +7.4% | -12.2% | +19.6% | +8.3% |
| 6M | +38.3% | -28.1% | +66.4% | +41.4% |
| YTD | +22.9% | -28.2% | +51.1% | +22.3% |
| 1Y | +23.0% | +9.1% | +13.9% | +12.2% |
| All | +23.0% | +7.9% | +15.1% | +12.2% |
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 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