+952.6%
MDB vs PSKY
-85.1%
+1,037.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.8% | -3.1% | -7.0% |
| 7D | -12.5% | -24.6% | +12.0% | -8.4% |
| 30D | -11.7% | -36.1% | +24.4% | -4.7% |
| 3M | -9.7% | -53.8% | +44.1% | +0.7% |
| 6M | -9.7% | -53.8% | +44.1% | +0.7% |
| YTD | -9.7% | -53.8% | +44.1% | +0.7% |
| 1Y | +7.4% | -58.4% | +65.7% | +21.9% |
| 3Y | -8.3% | -40.7% | +32.4% | -9.4% |
| 5Y | -31.4% | -80.0% | +48.7% | -18.2% |
| All | +952.6% | -85.1% | +1,037.7% | +1,190.7% |
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