+21.6%
MCD vs PR
+433.6%
-412.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | -5.6% | +16.9% | -22.4% | -5.9% |
| 6M | -21.9% | +28.2% | -50.1% | -22.3% |
| YTD | -14.7% | +69.3% | -84.0% | -15.9% |
| 1Y | -17.3% | +69.5% | -86.8% | -18.4% |
| 3Y | -2.2% | +81.7% | -83.8% | -4.2% |
| All | +21.6% | +433.6% | -412.0% | +10.1% |
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