+229.2%
MXL vs PSLV
+165.9%
+63.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.8% |
| 6M | +341.2% | -25.5% | +366.7% | +377.5% |
| YTD | +327.8% | -11.4% | +339.2% | +303.8% |
| 1Y | +364.9% | +48.6% | +316.3% | +226.7% |
| 3Y | +229.2% | +166.9% | +62.3% | +69.2% |
| All | +229.2% | +165.9% | +63.4% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling