+358.2%
PSX vs MLM
+140.0%
+218.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | +6.4% | -2.0% | +8.4% | +7.2% |
| 30D | -10.2% | +9.5% | -19.7% | -13.5% |
| 3M | +17.2% | -4.7% | +21.9% | +18.8% |
| 6M | +51.8% | -10.7% | +62.5% | +55.9% |
| YTD | +108.0% | -16.6% | +124.6% | +116.8% |
| 1Y | +96.1% | -15.4% | +111.5% | +103.0% |
| 3Y | +155.9% | +15.9% | +139.9% | +125.5% |
| 5Y | +306.9% | +27.1% | +279.8% | +231.5% |
| All | +358.2% | +140.0% | +218.2% | +146.2% |
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