+21.6%
MCD vs PLD
+14.8%
+6.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | -6.0% | -2.4% | -3.6% | -5.6% |
| 3M | -5.6% | -3.8% | -1.8% | -5.0% |
| 6M | -21.9% | 0.0% | -21.9% | -22.0% |
| YTD | -14.7% | +9.2% | -23.9% | -16.5% |
| 1Y | -17.3% | +25.9% | -43.2% | -21.4% |
| 3Y | -2.2% | +21.3% | -23.5% | -7.4% |
| All | +21.6% | +14.8% | +6.9% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling