-4.6%
MDLZ vs PSLV
+179.9%
-184.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.3% |
| 7D | 0.0% | +3.3% | -3.4% | 0.0% |
| 30D | +1.4% | +2.1% | -0.7% | +1.5% |
| 3M | 0.0% | +7.1% | -7.1% | +0.2% |
| 6M | +9.1% | -21.6% | +30.7% | +9.5% |
| YTD | +17.9% | -6.7% | +24.7% | +18.1% |
| 1Y | +3.2% | +59.3% | -56.1% | +3.4% |
| All | -4.6% | +179.9% | -184.6% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling