+17.6%
MDLZ vs PSKY
-78.3%
+95.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +1.5% |
| 7D | +5.8% | -24.6% | +30.4% | +6.5% |
| 30D | +3.3% | -36.1% | +39.5% | +4.6% |
| 3M | +5.6% | -37.1% | +42.7% | +6.7% |
| 6M | +13.9% | -40.5% | +54.5% | +15.3% |
| YTD | +21.8% | -47.7% | +69.5% | +23.9% |
| 1Y | +7.4% | -58.4% | +65.8% | +10.2% |
| 3Y | +11.6% | -40.7% | +52.3% | +10.7% |
| All | +17.6% | -78.3% | +95.9% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling