+177.5%
MCD vs PSLV
+189.7%
-12.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.2% |
| 7D | -2.5% | -4.9% | +2.3% | -2.2% |
| 30D | -7.0% | -1.9% | -5.2% | -7.0% |
| 3M | -9.8% | +4.2% | -14.0% | -10.3% |
| 6M | -21.8% | -27.6% | +5.8% | -20.1% |
| YTD | -15.6% | -11.7% | -3.9% | -16.6% |
| 1Y | -15.2% | +49.3% | -64.5% | -21.6% |
| 3Y | -2.6% | +167.1% | -169.7% | -17.8% |
| 5Y | +18.9% | +151.7% | -132.8% | +0.2% |
| All | +177.5% | +189.7% | -12.2% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling