+5,979.9%
MCD vs PH
+25,185.5%
-19,205.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | -3.1% | +0.2% | -2.1% |
| 30D | -6.0% | -3.2% | -2.8% | -5.4% |
| 3M | -5.6% | +10.6% | -16.2% | -8.1% |
| 6M | -21.9% | -2.1% | -19.7% | -21.9% |
| YTD | -14.7% | +10.2% | -24.9% | -17.3% |
| 1Y | -17.3% | +28.2% | -45.5% | -23.0% |
| 3Y | -2.2% | +134.9% | -137.0% | -23.7% |
| 5Y | +20.3% | +253.6% | -233.3% | -17.0% |
| 10Y | +180.7% | +804.7% | -624.0% | +47.0% |
| All | +5,979.9% | +25,185.5% | -19,205.6% | +1,252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling