+13.3%
MCD vs PLD
+37.2%
-24.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +7.3% | +0.8% | +6.5% | +7.1% |
| 30D | +20.0% | +0.5% | +19.5% | +19.8% |
| 3M | +3.8% | -5.5% | +9.3% | +4.7% |
| 6M | +3.8% | -8.3% | +12.1% | +5.0% |
| YTD | -5.9% | +4.3% | -10.2% | -6.6% |
| 1Y | -3.2% | +7.4% | -10.7% | -4.4% |
| 3Y | +13.3% | +37.1% | -23.8% | +9.0% |
| All | +13.3% | +37.2% | -24.0% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling