+5.2%
MCD vs PR
+10.7%
-5.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.5% | +13.1% | +5.1% |
| 7D | +11.9% | -12.1% | +24.0% | +9.5% |
| 30D | +20.2% | +0.9% | +19.3% | +18.4% |
| 3M | +5.2% | +10.1% | -5.0% | +6.0% |
| All | +5.2% | +10.7% | -5.5% | +6.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling