+22.6%
MCD vs PR
+225.6%
-203.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.7% |
| 7D | +8.0% | -16.5% | +24.6% | +8.2% |
| 30D | +19.6% | -4.5% | +24.1% | +19.6% |
| 3M | +2.2% | +8.5% | -6.3% | +1.9% |
| 6M | -1.1% | -3.3% | +2.2% | -1.2% |
| YTD | -7.2% | +55.7% | -62.9% | -8.5% |
| 1Y | -6.7% | +82.0% | -88.7% | -8.3% |
| 3Y | +11.6% | +62.5% | -50.9% | +9.3% |
| 5Y | +22.6% | +223.9% | -201.3% | +15.5% |
| All | +22.6% | +225.6% | -203.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling