+2,133.9%
MCD vs PLD
+1,643.5%
+490.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.8% | +4.8% | +6.2% |
| 7D | +11.9% | +4.9% | +7.0% | +10.8% |
| 30D | +20.2% | +2.6% | +17.7% | +19.6% |
| 3M | +5.2% | -4.8% | +9.9% | +6.2% |
| 6M | 0.0% | -3.9% | +3.9% | +0.6% |
| YTD | -6.5% | +5.3% | -11.8% | -7.8% |
| 1Y | -3.9% | +9.3% | -13.2% | -5.9% |
| 3Y | +12.5% | +35.8% | -23.3% | +3.8% |
| 5Y | +24.2% | +2.9% | +21.3% | +19.9% |
| 10Y | +220.9% | +253.4% | -32.5% | +142.6% |
| All | +2,133.9% | +1,643.5% | +490.3% | +939.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling