+439.0%
MDLZ vs PSKY
-42.2%
+481.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.1% | +24.0% | -26.1% | -5.0% |
| 3M | +1.3% | +2.2% | -0.9% | +0.8% |
| 6M | +6.2% | -9.0% | +15.2% | +6.9% |
| YTD | +15.8% | -18.1% | +33.9% | +17.7% |
| 1Y | +4.1% | -25.1% | +29.2% | +6.3% |
| 3Y | -4.1% | -16.3% | +12.2% | -8.1% |
| 5Y | +13.4% | -70.4% | +83.7% | +23.2% |
| 10Y | +75.7% | -74.2% | +149.9% | +74.8% |
| All | +439.0% | -42.2% | +481.3% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling