+2,802.6%
MULL vs PSLV
+57.1%
+2,745.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +12.7% |
| 7D | +17.3% | -0.6% | +17.9% | +17.8% |
| 30D | +23.5% | +7.3% | +16.2% | +17.1% |
| 3M | -24.0% | -7.4% | -16.6% | -18.7% |
| 6M | +276.7% | -20.3% | +297.0% | +333.6% |
| YTD | +565.1% | -8.2% | +573.3% | +542.6% |
| 1Y | +2,802.6% | +57.9% | +2,744.7% | +1,747.7% |
| All | +2,802.6% | +57.1% | +2,745.5% | +1,747.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling