-8.6%
MCD vs PBR
+42.7%
-51.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -1.9% |
| 30D | +16.0% | -29.0% | +45.1% | +13.2% |
| 3M | 0.0% | +4.9% | -4.9% | +0.2% |
| 6M | +0.9% | -8.4% | +9.4% | +1.0% |
| YTD | -8.7% | +59.4% | -68.1% | -9.5% |
| 1Y | -8.6% | +45.5% | -54.0% | -9.6% |
| All | -8.6% | +42.7% | -51.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling