+205.9%
MCD vs PM
+254.9%
-48.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -1.9% | -7.1% | +5.1% | +0.5% |
| 30D | +16.6% | -2.8% | +19.4% | +17.6% |
| 3M | +0.9% | +6.3% | -5.4% | -1.4% |
| 6M | +1.5% | +9.6% | -8.2% | -2.2% |
| YTD | -8.3% | +25.6% | -33.9% | -16.2% |
| 1Y | -8.1% | +29.7% | -37.8% | -17.0% |
| 3Y | +10.3% | +147.6% | -137.2% | -23.2% |
| 5Y | +23.4% | +160.1% | -136.7% | -16.9% |
| 10Y | +205.9% | +260.9% | -55.0% | +79.5% |
| All | +205.9% | +254.9% | -48.9% | +79.5% |
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