+193.4%
MCD vs PSA
+132.6%
+60.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | -1.4% | -0.2% | -1.1% |
| 30D | +14.1% | +15.2% | -1.1% | +8.7% |
| 3M | +0.6% | +2.2% | -1.6% | -0.2% |
| 6M | 0.0% | +11.7% | -11.6% | -3.9% |
| YTD | -9.3% | +32.0% | -41.3% | -18.2% |
| 1Y | -9.3% | +26.3% | -35.6% | -17.0% |
| 3Y | +8.6% | +52.4% | -43.7% | -8.7% |
| 5Y | +21.9% | +26.3% | -4.4% | +7.5% |
| All | +193.4% | +132.6% | +60.8% | +97.4% |
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