+177.3%
MCD vs PR
+109.1%
+68.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.8% | +2.9% | -5.7% | -2.9% |
| 30D | -6.0% | +18.0% | -24.1% | -6.4% |
| 3M | -5.6% | +16.9% | -22.4% | -6.0% |
| 6M | -21.9% | +28.2% | -50.1% | -22.4% |
| YTD | -14.7% | +69.3% | -84.0% | -16.0% |
| 1Y | -17.3% | +69.5% | -86.8% | -18.6% |
| 3Y | -2.2% | +81.7% | -83.8% | -4.3% |
| 5Y | +20.3% | +422.2% | -402.0% | +13.0% |
| All | +177.3% | +109.1% | +68.2% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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