+36.0%
MCD vs PL
+16.0%
+19.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.1% | +9.3% | -0.7% |
| 7D | +8.0% | -20.5% | +28.6% | +8.2% |
| 30D | +19.6% | -38.8% | +58.4% | +20.1% |
| 3M | +2.2% | -49.1% | +51.3% | +2.7% |
| 6M | -1.1% | -69.4% | +68.2% | -0.2% |
| YTD | -7.2% | -42.3% | +35.1% | -7.6% |
| 1Y | -6.7% | -14.2% | +7.5% | -8.0% |
| 3Y | +11.6% | +398.7% | -387.1% | +2.1% |
| 5Y | +22.6% | +11.1% | +11.5% | +13.4% |
| All | +36.0% | +16.0% | +19.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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