+13.4%
MCD vs PM
+141.6%
-128.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.4% |
| 7D | +5.9% | -7.3% | +13.2% | +8.1% |
| 30D | +19.6% | -4.0% | +23.7% | +20.9% |
| 3M | +3.3% | +2.7% | +0.5% | +2.4% |
| 6M | +3.5% | +14.9% | -11.4% | -0.4% |
| YTD | -6.1% | +23.5% | -29.6% | -11.4% |
| 1Y | -3.7% | +30.4% | -34.0% | -10.4% |
| 3Y | +13.4% | +143.2% | -129.9% | -12.4% |
| All | +13.4% | +141.6% | -128.2% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling