+302.4%
MXL vs PSLV
+190.6%
+111.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.3% | +7.4% |
| 7D | +18.9% | -3.5% | +22.3% | +20.4% |
| 30D | +0.3% | -2.1% | +2.5% | +1.1% |
| 3M | -8.0% | -1.6% | -6.4% | -7.6% |
| 6M | +341.2% | -25.5% | +366.7% | +381.7% |
| YTD | +327.8% | -11.4% | +339.2% | +317.6% |
| 1Y | +364.9% | +48.6% | +316.3% | +263.7% |
| 3Y | +229.2% | +166.9% | +62.3% | +104.2% |
| 5Y | +42.8% | +152.4% | -109.6% | -11.3% |
| All | +302.4% | +190.6% | +111.9% | +112.4% |
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