+96.9%
PSX vs MLM
-11.4%
+108.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.0% |
| 7D | -5.2% | +9.1% | -14.3% | -3.2% |
| 30D | -3.7% | +14.6% | -18.4% | -0.5% |
| 3M | +26.8% | +0.3% | +26.5% | +27.1% |
| 6M | +47.3% | -7.5% | +54.8% | +46.7% |
| YTD | +105.4% | -10.2% | +115.6% | +100.2% |
| 1Y | +96.9% | -10.5% | +107.4% | +91.8% |
| All | +96.9% | -11.4% | +108.3% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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