+755.2%
MCD vs PM
+841.2%
-86.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | +0.9% |
| 7D | +8.0% | -3.4% | +11.4% | +9.4% |
| 30D | +19.6% | +5.8% | +13.8% | +17.0% |
| 3M | +2.2% | +6.7% | -4.5% | -0.4% |
| 6M | -1.1% | +19.9% | -21.0% | -8.0% |
| YTD | -7.2% | +27.8% | -35.0% | -16.2% |
| 1Y | -6.7% | +39.4% | -46.1% | -18.5% |
| 3Y | +11.6% | +146.9% | -135.3% | -23.3% |
| 5Y | +22.6% | +166.6% | -144.0% | -19.3% |
| 10Y | +218.4% | +242.1% | -23.7% | +81.4% |
| All | +755.2% | +841.2% | -86.0% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling