+26.7%
MCD vs PBR
+465.1%
-438.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +7.3% | -13.3% | +20.6% | +7.6% |
| 30D | +20.0% | -27.7% | +47.7% | +20.9% |
| 3M | +3.8% | +2.7% | +1.2% | +3.3% |
| 6M | +3.8% | -6.7% | +10.5% | +3.7% |
| YTD | -5.9% | +60.9% | -66.8% | -8.7% |
| 1Y | -3.2% | +46.6% | -49.8% | -5.7% |
| 3Y | +13.3% | +69.1% | -55.8% | +8.8% |
| All | +26.7% | +465.1% | -438.4% | +6.9% |
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