+6,511.4%
MCD vs PH
+23,338.9%
-16,827.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | +8.0% | -3.9% | +11.9% | +9.0% |
| 30D | +19.6% | -9.4% | +29.0% | +22.2% |
| 3M | +2.2% | -10.3% | +12.5% | +4.5% |
| 6M | -1.1% | +2.7% | -3.8% | -2.4% |
| YTD | -7.2% | +2.1% | -9.4% | -8.7% |
| 1Y | -6.7% | +16.2% | -22.9% | -11.2% |
| 3Y | +11.6% | +129.3% | -117.7% | -12.6% |
| 5Y | +22.6% | +191.7% | -169.1% | -11.3% |
| 10Y | +218.4% | +759.2% | -540.8% | +68.5% |
| All | +6,511.4% | +23,338.9% | -16,827.5% | +1,393.5% |
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 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