+25.0%
MCD vs PL
+84.9%
-59.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.5% |
| 7D | -2.8% | -9.3% | +6.5% | -2.7% |
| 30D | -6.0% | -18.9% | +12.9% | -5.8% |
| 3M | -5.6% | -58.4% | +52.8% | -4.8% |
| 6M | -21.9% | -30.3% | +8.5% | -22.0% |
| YTD | -14.7% | -8.1% | -6.6% | -15.4% |
| 1Y | -17.3% | +180.5% | -197.8% | -20.2% |
| 3Y | -2.2% | +444.1% | -446.3% | -9.7% |
| 5Y | +20.3% | +83.0% | -62.7% | +9.6% |
| All | +25.0% | +84.9% | -59.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling