-6.7%
MCD vs PLD
+6.4%
-13.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.3% |
| 7D | +8.0% | +0.4% | +7.6% | +8.0% |
| 30D | +19.6% | -0.1% | +19.7% | +19.5% |
| 3M | +2.2% | -7.9% | +10.1% | +3.9% |
| 6M | -1.1% | -7.0% | +5.8% | -0.2% |
| YTD | -7.2% | +3.1% | -10.3% | -9.0% |
| 1Y | -6.7% | +7.1% | -13.8% | -10.3% |
| All | -6.7% | +6.4% | -13.1% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling