+53.1%
MMM vs PSLV
+190.6%
-137.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -2.1% | -3.5% | +1.3% | -1.8% |
| 30D | -9.8% | -2.1% | -7.7% | -9.7% |
| 3M | +4.9% | -1.6% | +6.6% | +4.9% |
| 6M | +7.3% | -25.5% | +32.8% | +10.0% |
| YTD | +4.5% | -11.4% | +15.9% | +3.6% |
| 1Y | +5.4% | +48.6% | -43.2% | -2.6% |
| 3Y | +98.6% | +166.9% | -68.3% | +67.4% |
| 5Y | +27.4% | +152.4% | -125.0% | +6.9% |
| All | +53.1% | +190.6% | -137.4% | +19.4% |
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