+475.1%
MULL vs PSLV
+7.9%
+467.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.0% | -19.8% | -18.2% |
| 7D | -35.9% | -2.6% | -33.3% | -34.9% |
| 30D | -47.3% | -14.2% | -33.2% | -41.0% |
| 3M | -30.6% | -12.2% | -18.3% | -22.9% |
| 6M | +13.7% | -28.1% | +41.8% | +49.3% |
| YTD | +272.1% | -28.2% | +300.3% | +338.8% |
| 1Y | +475.1% | +9.1% | +465.9% | +234.4% |
| All | +475.1% | +7.9% | +467.2% | +234.4% |
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 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