-17.3%
MCD vs PSLV
+57.1%
-74.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -6.0% | +7.3% | -13.3% | -6.0% |
| 3M | -5.6% | -7.4% | +1.8% | -5.6% |
| 6M | -21.9% | -20.3% | -1.6% | -21.9% |
| YTD | -14.7% | -8.2% | -6.5% | -13.3% |
| 1Y | -17.3% | +57.9% | -75.2% | -12.2% |
| All | -17.3% | +57.1% | -74.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling