+442.3%
MDY vs PSLV
+108.9%
+333.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.3% |
| 7D | -2.5% | -4.9% | +2.4% | -2.0% |
| 30D | -5.0% | -1.9% | -3.2% | -4.9% |
| 3M | +0.5% | +4.2% | -3.7% | -0.3% |
| 6M | +8.0% | -27.6% | +35.6% | +11.5% |
| YTD | +12.2% | -11.7% | +23.8% | +11.2% |
| 1Y | +14.0% | +49.3% | -35.3% | +5.1% |
| 3Y | +48.2% | +167.1% | -119.0% | +25.8% |
| 5Y | +46.1% | +151.7% | -105.6% | +23.8% |
| 10Y | +173.8% | +187.0% | -13.2% | +123.5% |
| All | +442.3% | +108.9% | +333.4% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling