+25.7%
MMM vs PSLV
+148.4%
-122.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.5% |
| 7D | -3.2% | -4.9% | +1.6% | -2.8% |
| 30D | -10.7% | -1.9% | -8.8% | -10.6% |
| 3M | +4.3% | +4.2% | +0.1% | +3.7% |
| 6M | +5.9% | -27.6% | +33.5% | +8.2% |
| YTD | +3.2% | -11.7% | +14.8% | +2.4% |
| 1Y | +8.0% | +49.3% | -41.3% | +1.1% |
| 3Y | +99.1% | +167.1% | -68.0% | +70.6% |
| 5Y | +25.7% | +151.7% | -125.9% | +2.6% |
| All | +25.7% | +148.4% | -122.7% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling