+11.2%
MCD vs PL
+403.1%
-391.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.1% | +9.3% | -0.8% |
| 7D | +8.0% | -20.5% | +28.6% | +7.9% |
| 30D | +19.6% | -38.8% | +58.4% | +19.4% |
| 3M | +2.2% | -49.1% | +51.3% | +2.0% |
| 6M | -1.1% | -69.4% | +68.2% | -1.4% |
| YTD | -7.2% | -42.3% | +35.1% | -7.9% |
| 1Y | -6.7% | -14.2% | +7.5% | -7.7% |
| All | +11.2% | +403.1% | -391.9% | +2.9% |
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