-17.3%
MCD vs PH
+30.5%
-47.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | -3.1% | +0.2% | -2.8% |
| 30D | -6.0% | -3.2% | -2.8% | -5.9% |
| 3M | -5.6% | +10.6% | -16.2% | -5.7% |
| 6M | -21.9% | -2.1% | -19.7% | -22.1% |
| YTD | -14.7% | +10.2% | -24.9% | -14.5% |
| 1Y | -17.3% | +28.2% | -45.5% | -15.6% |
| All | -17.3% | +30.5% | -47.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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