+3,101.0%
MPC vs PSLV
+39.2%
+3,061.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.4% | -0.6% | +6.1% | +5.5% |
| 30D | +31.0% | +7.3% | +23.7% | +29.4% |
| 3M | +46.0% | -7.4% | +53.5% | +47.1% |
| 6M | +77.3% | -20.3% | +97.6% | +81.3% |
| YTD | +141.9% | -8.2% | +150.2% | +134.8% |
| 1Y | +120.9% | +57.9% | +63.0% | +91.0% |
| 3Y | +182.7% | +162.1% | +20.6% | +118.6% |
| 5Y | +646.4% | +151.2% | +495.3% | +474.9% |
| 10Y | +1,138.7% | +191.7% | +947.1% | +784.3% |
| All | +3,101.0% | +39.2% | +3,061.8% | +2,476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling