+211.3%
MCD vs PSA
+140.2%
+71.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +5.9% | +1.5% | +4.5% | +5.5% |
| 30D | +19.6% | +16.7% | +3.0% | +13.4% |
| 3M | +3.3% | +4.0% | -0.8% | +1.8% |
| 6M | +3.5% | +10.9% | -7.4% | -0.4% |
| YTD | -6.1% | +34.2% | -40.3% | -15.9% |
| 1Y | -3.7% | +26.6% | -30.3% | -11.9% |
| 3Y | +13.4% | +54.7% | -41.4% | -5.3% |
| 5Y | +25.2% | +30.0% | -4.9% | +9.1% |
| 10Y | +211.3% | +132.7% | +78.6% | +107.5% |
| All | +211.3% | +140.2% | +71.1% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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