+81.7%
MDLZ vs PSLV
+190.6%
-108.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.9% | -3.5% | +5.3% | +2.1% |
| 30D | +0.4% | -2.1% | +2.6% | +0.5% |
| 3M | -0.6% | -1.6% | +1.0% | -0.7% |
| 6M | +14.7% | -25.5% | +40.2% | +17.0% |
| YTD | +18.0% | -11.4% | +29.4% | +16.4% |
| 1Y | +4.1% | +48.6% | -44.5% | -3.9% |
| 3Y | -4.6% | +166.9% | -171.5% | -19.8% |
| 5Y | +18.4% | +152.4% | -134.0% | -0.9% |
| All | +81.7% | +190.6% | -108.9% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling