+368.4%
PSX vs MLM
+199.9%
+168.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +4.5% | -2.9% | +7.4% | +5.7% |
| 30D | +26.6% | -6.8% | +33.4% | +29.9% |
| 3M | +39.3% | -11.2% | +50.5% | +44.2% |
| 6M | +56.8% | -21.8% | +78.7% | +69.6% |
| YTD | +101.8% | -17.0% | +118.8% | +111.5% |
| 1Y | +99.6% | -16.4% | +116.0% | +107.8% |
| 3Y | +140.3% | +14.5% | +125.9% | +113.3% |
| 5Y | +339.3% | +41.7% | +297.6% | +239.4% |
| All | +368.4% | +199.9% | +168.5% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling