+413.2%
MP vs PSLV
+219.4%
+193.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.3% | -0.2% | -3.0% |
| 7D | -4.6% | -4.9% | +0.3% | -2.4% |
| 30D | -7.1% | -1.9% | -5.2% | -6.4% |
| 3M | -4.0% | +4.2% | -8.2% | -6.2% |
| 6M | -16.7% | -27.6% | +10.9% | -4.8% |
| YTD | +1.6% | -11.7% | +13.3% | -1.6% |
| 1Y | -17.8% | +49.3% | -67.1% | -41.2% |
| 3Y | +139.6% | +167.1% | -27.5% | +23.3% |
| 5Y | +50.5% | +151.7% | -101.2% | -22.0% |
| All | +413.2% | +219.4% | +193.8% | +58.1% |
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 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