+1,396.2%
MCD vs PBR
+1,797.5%
-401.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | -2.8% | +8.6% | -11.4% | -3.8% |
| 30D | -6.0% | +12.8% | -18.8% | -7.4% |
| 3M | -5.6% | +14.7% | -20.3% | -7.3% |
| 6M | -21.9% | +25.2% | -47.0% | -24.3% |
| YTD | -14.7% | +77.1% | -91.8% | -20.9% |
| 1Y | -17.3% | +69.6% | -86.8% | -23.0% |
| 3Y | -2.2% | +95.6% | -97.7% | -11.5% |
| 5Y | +20.3% | +501.8% | -481.5% | -8.1% |
| 10Y | +180.7% | +640.6% | -459.9% | +92.8% |
| All | +1,396.2% | +1,797.5% | -401.3% | +726.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling