+205.9%
MCD vs PNR
+101.4%
+104.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.9% | -3.7% | +1.8% | -0.9% |
| 30D | +16.6% | +33.1% | -16.5% | +7.5% |
| 3M | +0.9% | +3.7% | -2.7% | -0.4% |
| 6M | +1.5% | -7.7% | +9.2% | +2.8% |
| YTD | -8.3% | -32.4% | +24.1% | +0.8% |
| 1Y | -8.1% | -35.0% | +26.9% | +2.1% |
| 3Y | +10.3% | +17.1% | -6.8% | -1.1% |
| 5Y | +23.4% | +0.1% | +23.3% | +15.1% |
| 10Y | +205.9% | +103.2% | +102.8% | +102.6% |
| All | +205.9% | +101.4% | +104.6% | +102.6% |
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