+1,073.8%
PSX vs MLM
+630.9%
+443.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.2% | +0.3% | -2.9% |
| 7D | -9.7% | -1.2% | -8.5% | -9.3% |
| 30D | -8.4% | +7.9% | -16.4% | -11.3% |
| 3M | +22.6% | -4.5% | +27.1% | +24.1% |
| 6M | +38.8% | -12.6% | +51.4% | +43.7% |
| YTD | +95.5% | -14.9% | +110.3% | +102.1% |
| 1Y | +87.1% | -13.1% | +100.2% | +91.6% |
| 3Y | +133.5% | +21.2% | +112.3% | +104.1% |
| 5Y | +280.9% | +32.0% | +248.9% | +209.7% |
| 10Y | +356.6% | +195.3% | +161.3% | +145.1% |
| All | +1,073.8% | +630.9% | +443.0% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling