+211.3%
MCD vs PM
+228.8%
-17.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.6% |
| 7D | +5.9% | -7.3% | +13.2% | +8.7% |
| 30D | +19.6% | -4.0% | +23.7% | +21.2% |
| 3M | +3.3% | +2.7% | +0.5% | +2.1% |
| 6M | +3.5% | +14.9% | -11.4% | -1.9% |
| YTD | -6.1% | +23.5% | -29.6% | -13.6% |
| 1Y | -3.7% | +30.4% | -34.0% | -13.2% |
| 3Y | +13.4% | +143.2% | -129.9% | -20.5% |
| 5Y | +25.2% | +159.5% | -134.3% | -15.6% |
| 10Y | +211.3% | +234.7% | -23.4% | +84.0% |
| All | +211.3% | +228.8% | -17.5% | +84.0% |
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