+283.2%
PSX vs MLM
+27.9%
+255.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.6% |
| 7D | -8.0% | -3.8% | -4.2% | -7.4% |
| 30D | -9.0% | +11.0% | -20.0% | -10.7% |
| 3M | +24.7% | -3.1% | +27.8% | +25.3% |
| 6M | +49.3% | -9.8% | +59.1% | +51.4% |
| YTD | +100.2% | -14.4% | +114.5% | +103.8% |
| 1Y | +88.8% | -12.6% | +101.4% | +91.0% |
| 3Y | +152.5% | +19.7% | +132.8% | +132.8% |
| 5Y | +283.2% | +29.8% | +253.4% | +241.9% |
| All | +283.2% | +27.9% | +255.3% | +241.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling