+181.3%
MCD vs PNR
+63.0%
+118.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -2.9% | -3.9% | +1.0% | -1.8% |
| 30D | -6.7% | -13.8% | +7.1% | -2.9% |
| 3M | -9.6% | -22.5% | +13.0% | -3.6% |
| 6M | -22.3% | -37.2% | +14.8% | -12.5% |
| YTD | -15.4% | -44.2% | +28.8% | -1.8% |
| 1Y | -16.8% | -46.6% | +29.8% | -2.3% |
| 3Y | -2.4% | -12.5% | +10.1% | -4.5% |
| 5Y | +19.4% | -19.3% | +38.7% | +18.6% |
| 10Y | +181.3% | +67.5% | +113.8% | +96.3% |
| All | +181.3% | +63.0% | +118.3% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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