+5,979.9%
MCD vs PSA
+14,185.8%
-8,205.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.8% | -3.7% | +0.8% | -2.0% |
| 30D | -6.0% | -7.7% | +1.7% | -4.3% |
| 3M | -5.6% | -0.6% | -5.0% | -5.5% |
| 6M | -21.9% | -0.9% | -20.9% | -21.9% |
| YTD | -14.7% | +18.7% | -33.4% | -18.3% |
| 1Y | -17.3% | +7.6% | -24.9% | -19.0% |
| 3Y | -2.2% | +23.7% | -25.8% | -7.9% |
| 5Y | +20.3% | +13.7% | +6.6% | +14.2% |
| 10Y | +180.7% | +98.9% | +81.8% | +133.2% |
| All | +5,979.9% | +14,185.8% | -8,205.8% | +2,797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling