+630.6%
MCD vs POET
-20.8%
+651.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.6% | -1.6% |
| 7D | -2.8% | +5.6% | -8.4% | -2.9% |
| 30D | -6.0% | -2.1% | -3.9% | -6.0% |
| 3M | -5.6% | -48.8% | +43.3% | -5.1% |
| 6M | -21.9% | +15.8% | -37.6% | -22.7% |
| YTD | -14.7% | +25.1% | -39.8% | -15.8% |
| 1Y | -17.3% | +50.6% | -67.8% | -18.7% |
| 3Y | -2.2% | +107.9% | -110.0% | -5.6% |
| 5Y | +20.3% | -11.0% | +31.3% | +16.5% |
| 10Y | +180.7% | +25.7% | +155.0% | +166.9% |
| All | +630.6% | -20.8% | +651.4% | +647.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling