+13.4%
MCD vs PL
+544.4%
-531.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.5% | -12.7% | +1.9% |
| 7D | +5.9% | +10.9% | -4.9% | +6.0% |
| 30D | +19.6% | -16.4% | +36.0% | +19.6% |
| 3M | +3.3% | -39.9% | +43.2% | +3.1% |
| 6M | +3.5% | -63.2% | +66.7% | +3.3% |
| YTD | -6.1% | -27.1% | +21.0% | -6.6% |
| 1Y | -3.7% | +12.2% | -15.8% | -4.6% |
| 3Y | +13.4% | +584.3% | -570.9% | +4.7% |
| All | +13.4% | +544.4% | -531.0% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling