+25.2%
MCD vs PNR
+0.3%
+24.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | +20.0% | +33.4% | -13.4% | +14.8% |
| 3M | +3.8% | +4.9% | -1.0% | +2.9% |
| 6M | +3.8% | -8.5% | +12.3% | +4.7% |
| YTD | -5.9% | -32.1% | +26.3% | -1.0% |
| 1Y | -3.2% | -35.0% | +31.7% | +2.4% |
| 3Y | +13.3% | +17.6% | -4.3% | +6.3% |
| 5Y | +25.2% | +0.9% | +24.4% | +23.3% |
| All | +25.2% | +0.3% | +24.9% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling