+133.4%
PSX vs MLM
+20.9%
+112.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.2% | +0.3% | -4.3% |
| 7D | -9.7% | -1.2% | -8.5% | -9.6% |
| 30D | -8.4% | +7.9% | -16.4% | -9.1% |
| 3M | +22.6% | -4.5% | +27.1% | +23.3% |
| 6M | +38.8% | -12.6% | +51.4% | +41.3% |
| YTD | +95.5% | -14.9% | +110.3% | +98.2% |
| 1Y | +87.1% | -13.1% | +100.2% | +88.2% |
| All | +133.4% | +20.9% | +112.5% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling