+193.4%
MCD vs PSLV
+142.8%
+50.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -1.6% | -6.3% | +4.6% | -1.1% |
| 30D | +14.1% | -12.7% | +26.8% | +15.3% |
| 3M | +0.6% | -24.7% | +25.4% | +2.7% |
| 6M | 0.0% | -44.6% | +44.6% | +4.5% |
| YTD | -9.3% | -33.3% | +24.0% | -8.5% |
| 1Y | -9.3% | -8.6% | -0.7% | -12.1% |
| 3Y | +8.6% | +108.2% | -99.6% | -7.1% |
| 5Y | +21.9% | +79.1% | -57.2% | +5.8% |
| All | +193.4% | +142.8% | +50.7% | +112.9% |
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