-9.3%
MCD vs PLD
+6.9%
-16.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +1.3% | -3.0% | -2.0% |
| 30D | +14.1% | -1.4% | +15.5% | +14.4% |
| 3M | +0.6% | -8.2% | +8.8% | +2.2% |
| 6M | 0.0% | -8.0% | +8.0% | +1.3% |
| YTD | -9.3% | +3.2% | -12.4% | -10.8% |
| 1Y | -9.3% | +7.0% | -16.3% | -11.5% |
| All | -9.3% | +6.9% | -16.2% | -11.5% |
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 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