+6,475.2%
MCD vs PSA
+16,026.4%
-9,551.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +7.1% | +3.9% | +3.2% | +6.2% |
| 30D | +19.8% | +19.7% | +0.1% | +15.0% |
| 3M | +0.8% | +4.3% | -3.5% | -0.2% |
| 6M | -1.3% | +11.4% | -12.7% | -3.8% |
| YTD | -7.8% | +33.9% | -41.7% | -14.0% |
| 1Y | -5.0% | +28.3% | -33.2% | -10.5% |
| 3Y | +10.5% | +53.5% | -42.9% | -0.8% |
| 5Y | +22.0% | +30.6% | -8.6% | +12.3% |
| 10Y | +216.7% | +145.8% | +70.9% | +151.5% |
| All | +6,475.2% | +16,026.4% | -9,551.2% | +2,947.4% |
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 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