+211.7%
MCD vs PM
+232.9%
-21.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | +7.1% | -5.2% | +12.4% | +9.1% |
| 30D | +19.8% | +2.7% | +17.1% | +18.6% |
| 3M | +0.8% | +5.2% | -4.4% | -1.1% |
| 6M | -1.3% | +17.0% | -18.3% | -7.0% |
| YTD | -7.8% | +25.5% | -33.3% | -15.6% |
| 1Y | -5.0% | +35.5% | -40.5% | -15.4% |
| 3Y | +10.5% | +143.9% | -133.4% | -22.4% |
| 5Y | +22.0% | +161.8% | -139.9% | -17.8% |
| All | +211.7% | +232.9% | -21.2% | +85.3% |
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