-23.5%
MDB vs PSLV
+148.4%
-171.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.3% | +9.6% | +5.8% |
| 7D | -2.8% | -4.9% | +2.1% | -1.5% |
| 30D | -14.9% | -1.9% | -13.0% | -14.7% |
| 3M | +7.3% | +4.2% | +3.2% | +5.5% |
| 6M | +38.2% | -27.6% | +65.8% | +48.9% |
| YTD | -10.9% | -11.7% | +0.8% | -15.4% |
| 1Y | +11.6% | +49.3% | -37.7% | -16.6% |
| 3Y | -0.9% | +167.1% | -168.0% | -44.3% |
| 5Y | -23.5% | +151.7% | -175.2% | -59.2% |
| All | -23.5% | +148.4% | -171.9% | -59.2% |
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