+211.7%
MCD vs PLD
+236.3%
-24.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +7.1% | -0.8% | +7.9% | +7.4% |
| 30D | +19.8% | -0.3% | +20.0% | +19.8% |
| 3M | +0.8% | -8.0% | +8.8% | +3.5% |
| 6M | -1.3% | -9.8% | +8.5% | +1.7% |
| YTD | -7.8% | +1.8% | -9.5% | -8.8% |
| 1Y | -5.0% | +5.6% | -10.6% | -7.2% |
| 3Y | +10.5% | +33.3% | -22.7% | -3.3% |
| 5Y | +22.0% | +0.3% | +21.7% | +16.2% |
| All | +211.7% | +236.3% | -24.6% | +96.0% |
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