+18.4%
MDLZ vs PSLV
+148.4%
-130.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.2% |
| 7D | +1.7% | -4.9% | +6.5% | +1.8% |
| 30D | +1.1% | -1.9% | +3.0% | +1.1% |
| 3M | -1.8% | +4.2% | -6.0% | -2.0% |
| 6M | +12.3% | -27.6% | +39.9% | +13.5% |
| YTD | +18.0% | -11.7% | +29.7% | +17.1% |
| 1Y | +3.8% | +49.3% | -45.5% | -0.4% |
| 3Y | -2.4% | +167.1% | -169.5% | -11.8% |
| 5Y | +18.4% | +151.7% | -133.3% | +2.6% |
| All | +18.4% | +148.4% | -130.0% | +2.6% |
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 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