-9.3%
MCD vs PBR
+46.7%
-56.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | -1.6% | -1.0% | -0.6% | -1.7% |
| 30D | +14.1% | -29.3% | +43.4% | +11.3% |
| 3M | +0.6% | +5.5% | -4.9% | +1.0% |
| 6M | 0.0% | -2.9% | +2.9% | +0.4% |
| YTD | -9.3% | +61.5% | -70.7% | -10.0% |
| 1Y | -9.3% | +46.9% | -56.2% | -10.1% |
| All | -9.3% | +46.7% | -56.0% | -10.1% |
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