+214.1%
MCD vs PH
+719.0%
-504.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +7.3% | +2.1% | +5.1% | +6.5% |
| 30D | +20.0% | +0.3% | +19.7% | +19.5% |
| 3M | +3.8% | -8.8% | +12.6% | +6.1% |
| 6M | +3.8% | +10.0% | -6.3% | +0.2% |
| YTD | -5.9% | +10.5% | -16.3% | -9.6% |
| 1Y | -3.2% | +15.5% | -18.8% | -8.4% |
| 3Y | +13.3% | +136.4% | -123.1% | -17.3% |
| 5Y | +25.2% | +213.6% | -188.3% | -19.5% |
| All | +214.1% | +719.0% | -504.9% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling