+20.8%
MCD vs PSLV
+79.9%
-59.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -1.6% | -6.3% | +4.6% | -1.4% |
| 30D | +14.1% | -12.7% | +26.8% | +14.5% |
| 3M | +0.6% | -24.7% | +25.4% | +1.3% |
| 6M | 0.0% | -44.6% | +44.6% | +1.6% |
| YTD | -9.3% | -33.3% | +24.0% | -9.0% |
| 1Y | -9.3% | -8.6% | -0.7% | -10.6% |
| 3Y | +8.6% | +108.2% | -99.6% | +0.5% |
| All | +20.8% | +79.9% | -59.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling