+10.5%
MCD vs PH
+135.3%
-124.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.6% |
| 7D | +7.1% | +2.0% | +5.1% | +7.0% |
| 30D | +19.8% | -3.7% | +23.4% | +19.8% |
| 3M | +0.8% | -14.0% | +14.8% | +1.4% |
| 6M | -1.3% | +2.1% | -3.4% | -1.6% |
| YTD | -7.8% | +5.1% | -12.8% | -8.3% |
| 1Y | -5.0% | +10.9% | -15.9% | -5.8% |
| 3Y | +10.5% | +132.9% | -122.4% | +2.5% |
| All | +10.5% | +135.3% | -124.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling