+177.3%
MCD vs PM
+194.1%
-16.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.8% |
| 7D | -2.8% | -4.9% | +2.1% | -1.1% |
| 30D | -6.0% | -3.4% | -2.6% | -4.9% |
| 3M | -5.6% | +5.2% | -10.8% | -7.4% |
| 6M | -21.9% | +3.7% | -25.6% | -23.3% |
| YTD | -14.7% | +15.8% | -30.5% | -19.6% |
| 1Y | -17.3% | +17.4% | -34.6% | -22.6% |
| 3Y | -2.2% | +116.9% | -119.1% | -28.4% |
| 5Y | +20.3% | +117.3% | -97.0% | -13.3% |
| All | +177.3% | +194.1% | -16.8% | +70.2% |
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