+213.4%
MCD vs PPL
+62.9%
+150.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +8.0% | +1.0% | +7.0% | +7.6% |
| 30D | +19.6% | +6.8% | +12.8% | +16.3% |
| 3M | +2.2% | +3.9% | -1.7% | +0.5% |
| 6M | -1.1% | -2.0% | +0.9% | -0.5% |
| YTD | -7.2% | +5.3% | -12.5% | -9.7% |
| 1Y | -6.7% | +2.2% | -8.9% | -8.1% |
| 3Y | +11.6% | +56.7% | -45.1% | -9.4% |
| 5Y | +22.6% | +49.1% | -26.4% | +0.6% |
| All | +213.4% | +62.9% | +150.5% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling