+1,166.2%
MPC vs PSLV
+148.5%
+1,017.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.0% |
| 7D | +9.4% | -4.3% | +13.7% | +10.1% |
| 30D | -13.4% | -16.6% | +3.2% | -11.2% |
| 3M | +18.9% | -24.6% | +43.4% | +23.6% |
| 6M | +64.9% | -42.5% | +107.5% | +78.7% |
| YTD | +156.8% | -31.7% | +188.5% | +156.2% |
| 1Y | +113.2% | -8.7% | +121.8% | +95.7% |
| 3Y | +201.8% | +113.6% | +88.2% | +115.0% |
| 5Y | +601.4% | +83.3% | +518.0% | +412.8% |
| All | +1,166.2% | +148.5% | +1,017.8% | +592.4% |
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