+338.3%
PSX vs MLM
+149.0%
+189.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -7.8% | -2.9% | -4.9% | -6.8% |
| 30D | -9.9% | +10.4% | -20.3% | -13.5% |
| 3M | +16.9% | -3.7% | +20.7% | +18.1% |
| 6M | +48.0% | -10.3% | +58.2% | +51.8% |
| YTD | +98.3% | -14.8% | +113.2% | +105.2% |
| 1Y | +86.2% | -13.9% | +100.0% | +91.5% |
| 3Y | +144.0% | +18.4% | +125.6% | +113.4% |
| 5Y | +287.7% | +31.8% | +255.9% | +210.9% |
| 10Y | +338.3% | +143.4% | +194.9% | +134.6% |
| All | +338.3% | +149.0% | +189.3% | +134.6% |
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