+18.9%
MCD vs POET
-11.6%
+30.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | -0.1% |
| 7D | -2.5% | +3.7% | -6.2% | -2.6% |
| 30D | -7.0% | -11.5% | +4.5% | -7.0% |
| 3M | -9.8% | -30.8% | +21.0% | -9.7% |
| 6M | -21.8% | +8.6% | -30.3% | -22.5% |
| YTD | -15.6% | +20.1% | -35.6% | -16.6% |
| 1Y | -15.2% | +35.7% | -50.9% | -16.6% |
| 3Y | -2.6% | +116.5% | -119.1% | -5.2% |
| 5Y | +18.9% | -8.4% | +27.3% | +14.6% |
| All | +18.9% | -11.6% | +30.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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