+183.1%
MCD vs PR
+160.5%
+22.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.5% | +13.1% | +6.7% |
| 7D | +11.9% | -12.1% | +24.0% | +12.2% |
| 30D | +20.2% | +0.9% | +19.3% | +20.2% |
| 3M | +5.2% | +10.1% | -5.0% | +4.8% |
| 6M | 0.0% | +1.1% | -1.1% | -0.1% |
| YTD | -6.5% | +63.7% | -70.2% | -7.9% |
| 1Y | -3.9% | +87.0% | -91.0% | -5.8% |
| 3Y | +12.5% | +70.7% | -58.3% | +10.1% |
| 5Y | +24.2% | +246.8% | -222.6% | +18.0% |
| 10Y | +220.9% | +72.6% | +148.3% | +182.6% |
| All | +183.1% | +160.5% | +22.6% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling