+357.1%
PSX vs MLM
+140.5%
+216.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | -0.4% | -5.8% | +5.5% | +2.0% |
| 30D | -8.1% | +9.8% | -17.9% | -11.6% |
| 3M | +15.9% | -5.2% | +21.1% | +17.8% |
| 6M | +49.4% | -10.3% | +59.7% | +53.2% |
| YTD | +104.7% | -15.5% | +120.1% | +112.3% |
| 1Y | +89.1% | -15.0% | +104.1% | +95.6% |
| 3Y | +151.7% | +17.5% | +134.3% | +120.8% |
| 5Y | +298.3% | +30.5% | +267.8% | +220.6% |
| 10Y | +357.1% | +145.5% | +211.5% | +144.1% |
| All | +357.1% | +140.5% | +216.5% | +144.1% |
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