+23.4%
MCD vs PINS
-58.3%
+81.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | -1.9% | -9.4% | +7.4% | -1.7% |
| 30D | +16.6% | -10.2% | +26.8% | +16.9% |
| 3M | +0.9% | -19.0% | +20.0% | +1.4% |
| 6M | +1.5% | -7.4% | +8.8% | +1.5% |
| YTD | -8.3% | -25.7% | +17.4% | -7.9% |
| 1Y | -8.1% | -29.7% | +21.6% | -7.6% |
| 3Y | +10.3% | -38.1% | +48.4% | +10.2% |
| 5Y | +23.4% | -57.3% | +80.7% | +21.9% |
| All | +23.4% | -58.3% | +81.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling