+5,979.9%
MCD vs PPL
+2,096.5%
+3,883.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +2.7% | -5.5% | -3.6% |
| 30D | -6.0% | +0.5% | -6.5% | -6.2% |
| 3M | -5.6% | +0.7% | -6.2% | -5.8% |
| 6M | -21.9% | -7.6% | -14.3% | -20.1% |
| YTD | -14.7% | +1.8% | -16.5% | -15.4% |
| 1Y | -17.3% | -0.8% | -16.5% | -17.4% |
| 3Y | -2.2% | +56.9% | -59.0% | -15.4% |
| 5Y | +20.3% | +39.5% | -19.2% | +7.1% |
| 10Y | +180.7% | +55.4% | +125.3% | +136.0% |
| All | +5,979.9% | +2,096.5% | +3,883.5% | +1,964.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling