+213.4%
MCD vs PLD
+240.5%
-27.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.1% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +19.6% | -0.1% | +19.7% | +19.6% |
| 3M | +2.2% | -7.9% | +10.1% | +4.9% |
| 6M | -1.1% | -7.0% | +5.8% | +0.8% |
| YTD | -7.2% | +3.1% | -10.3% | -8.7% |
| 1Y | -6.7% | +7.1% | -13.8% | -9.3% |
| 3Y | +11.6% | +32.9% | -21.3% | -2.2% |
| 5Y | +22.6% | +1.5% | +21.1% | +16.3% |
| All | +213.4% | +240.5% | -27.1% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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