+66.3%
MCD vs PINS
-19.4%
+85.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | +14.1% | -12.0% | +26.1% | +15.3% |
| 3M | +0.6% | -17.9% | +18.5% | +2.1% |
| 6M | 0.0% | -1.0% | +1.1% | -0.4% |
| YTD | -9.3% | -26.0% | +16.8% | -7.8% |
| 1Y | -9.3% | -28.5% | +19.2% | -7.6% |
| 3Y | +8.6% | -39.2% | +47.8% | +9.4% |
| 5Y | +21.9% | -58.3% | +80.2% | +24.3% |
| All | +66.3% | -19.4% | +85.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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