+213.3%
MCD vs PM
+242.6%
-29.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +7.3% | -6.6% | +13.9% | +9.8% |
| 30D | +20.0% | -3.4% | +23.4% | +21.3% |
| 3M | +3.8% | +5.3% | -1.5% | +1.8% |
| 6M | +3.8% | +15.5% | -11.8% | -1.8% |
| YTD | -5.9% | +24.3% | -30.1% | -13.6% |
| 1Y | -3.2% | +29.7% | -32.9% | -12.6% |
| 3Y | +13.3% | +144.9% | -131.6% | -20.8% |
| 5Y | +25.2% | +159.0% | -133.8% | -15.6% |
| 10Y | +213.3% | +250.9% | -37.6% | +84.2% |
| All | +213.3% | +242.6% | -29.2% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling