+1,017.5%
MDB vs PSKY
-78.0%
+1,095.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.0% | +1.6% |
| 7D | -4.5% | -6.8% | +2.3% | -3.3% |
| 30D | -14.0% | +10.2% | -24.2% | -15.6% |
| 3M | +5.3% | +0.3% | +5.0% | +5.1% |
| 6M | +31.9% | -7.8% | +39.6% | +33.3% |
| YTD | -14.6% | -23.0% | +8.4% | -11.2% |
| 1Y | +8.2% | -31.6% | +39.9% | +13.7% |
| 3Y | -5.0% | -21.3% | +16.3% | -9.0% |
| 5Y | -24.5% | -71.5% | +46.9% | -14.5% |
| All | +1,017.5% | -78.0% | +1,095.5% | +1,198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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