+211.3%
MCD vs PLD
+248.8%
-37.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.9% |
| 7D | +5.9% | +0.7% | +5.3% | +5.7% |
| 30D | +19.6% | +0.8% | +18.8% | +19.3% |
| 3M | +3.3% | -6.1% | +9.4% | +5.3% |
| 6M | +3.5% | -8.0% | +11.5% | +6.0% |
| YTD | -6.1% | +4.7% | -10.8% | -8.1% |
| 1Y | -3.7% | +7.2% | -10.9% | -6.4% |
| 3Y | +13.4% | +39.2% | -25.9% | -2.4% |
| 5Y | +25.2% | +1.9% | +23.3% | +18.7% |
| 10Y | +211.3% | +256.8% | -45.5% | +87.5% |
| All | +211.3% | +248.8% | -37.5% | +87.5% |
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