+99.6%
PSX vs MLM
-15.9%
+115.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.4% |
| 7D | +4.5% | -2.9% | +7.4% | +3.9% |
| 30D | +26.6% | -6.8% | +33.4% | +24.7% |
| 3M | +39.3% | -11.2% | +50.5% | +36.4% |
| 6M | +56.8% | -21.8% | +78.7% | +53.8% |
| YTD | +101.8% | -17.0% | +118.8% | +95.4% |
| 1Y | +99.6% | -16.4% | +116.0% | +94.7% |
| All | +99.6% | -15.9% | +115.5% | +94.7% |
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