+2,302.1%
MULL vs PSLV
+102.4%
+2,199.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -8.4% | -3.5% | -5.0% | -5.3% |
| 30D | +9.7% | -2.1% | +11.8% | +12.1% |
| 3M | -26.8% | -1.6% | -25.1% | -24.6% |
| 6M | +220.7% | -25.5% | +246.2% | +311.6% |
| YTD | +509.0% | -11.4% | +520.5% | +430.3% |
| 1Y | +1,739.5% | +48.6% | +1,690.9% | +537.2% |
| All | +2,302.1% | +102.4% | +2,199.7% | +307.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling