+20.4%
MCD vs PNR
-17.7%
+38.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.4% |
| 7D | -2.0% | -3.0% | +1.0% | -1.6% |
| 30D | -6.1% | -14.9% | +8.8% | -3.9% |
| 3M | -7.3% | -19.0% | +11.8% | -4.6% |
| 6M | -20.9% | -35.9% | +15.0% | -15.9% |
| YTD | -14.7% | -43.1% | +28.5% | -7.7% |
| 1Y | -16.1% | -46.4% | +30.3% | -8.5% |
| 3Y | -1.5% | -10.8% | +9.3% | -3.1% |
| 5Y | +20.4% | -18.9% | +39.3% | +22.3% |
| All | +20.4% | -17.7% | +38.2% | +22.3% |
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