+346.6%
PSX vs MLM
+185.4%
+161.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -13.1% | -4.1% | -9.0% | -11.8% |
| 30D | -9.5% | +8.2% | -17.7% | -12.4% |
| 3M | +20.2% | -3.6% | +23.8% | +21.3% |
| 6M | +44.9% | -15.6% | +60.5% | +52.3% |
| YTD | +94.4% | -16.4% | +110.8% | +102.5% |
| 1Y | +83.1% | -14.3% | +97.4% | +88.5% |
| 3Y | +132.2% | +19.3% | +112.8% | +102.2% |
| 5Y | +278.8% | +29.6% | +249.3% | +206.1% |
| All | +346.6% | +185.4% | +161.2% | +132.8% |
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 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