-5.0%
MCD vs PINS
-27.3%
+22.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | -0.4% |
| 7D | +7.1% | -2.1% | +9.2% | +7.3% |
| 30D | +19.8% | -6.6% | +26.4% | +20.0% |
| 3M | +0.8% | -18.7% | +19.5% | +1.2% |
| 6M | -1.3% | -10.4% | +9.1% | -1.4% |
| YTD | -7.8% | -26.8% | +19.0% | -6.8% |
| 1Y | -5.0% | -27.9% | +22.9% | -4.2% |
| All | -5.0% | -27.3% | +22.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling