+677.1%
MCD vs POET
-48.7%
+725.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +14.1% | -12.2% | +26.3% | +14.2% |
| 3M | +0.6% | -42.4% | +43.0% | +1.0% |
| 6M | 0.0% | -64.3% | +64.3% | +0.6% |
| YTD | -9.3% | -19.0% | +9.7% | -10.1% |
| 1Y | -9.3% | +9.1% | -18.5% | -10.5% |
| 3Y | +8.6% | +297.7% | -289.1% | +3.9% |
| 5Y | +21.9% | -38.2% | +60.1% | +18.4% |
| 10Y | +202.8% | +123.0% | +79.7% | +188.3% |
| All | +677.1% | -48.7% | +725.8% | +697.4% |
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