+21.6%
MCD vs PBR
+502.9%
-481.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.5% |
| 7D | -2.8% | +8.6% | -11.4% | -3.1% |
| 30D | -6.0% | +12.8% | -18.8% | -6.4% |
| 3M | -5.6% | +14.7% | -20.3% | -6.1% |
| 6M | -21.9% | +25.2% | -47.0% | -22.7% |
| YTD | -14.7% | +77.1% | -91.8% | -17.1% |
| 1Y | -17.3% | +69.6% | -86.8% | -19.4% |
| 3Y | -2.2% | +95.6% | -97.7% | -5.9% |
| All | +21.6% | +502.9% | -481.3% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling