+406.4%
MCD vs PSLV
+117.0%
+289.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -5.6% | -7.4% | +1.8% | -5.3% |
| 6M | -21.9% | -20.3% | -1.6% | -21.2% |
| YTD | -14.7% | -8.2% | -6.5% | -15.3% |
| 1Y | -17.3% | +57.9% | -75.2% | -20.9% |
| 3Y | -2.2% | +162.1% | -164.2% | -10.1% |
| 5Y | +20.3% | +151.2% | -130.9% | +10.3% |
| 10Y | +180.7% | +191.7% | -11.0% | +149.0% |
| All | +406.4% | +117.0% | +289.4% | +321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling