+1,142.1%
MCD vs PSKY
-63.1%
+1,205.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | -2.2% |
| 7D | +3.3% | -24.6% | +27.9% | -9.3% |
| 30D | -5.6% | -36.1% | +30.5% | -24.2% |
| 3M | +178.2% | -84.9% | +263.2% | +127.8% |
| 6M | +178.2% | -84.9% | +263.2% | +127.8% |
| YTD | +178.2% | -84.9% | +263.2% | +127.8% |
| 1Y | +178.2% | -84.9% | +263.2% | +127.8% |
| 3Y | +178.2% | -84.9% | +263.2% | +127.8% |
| 5Y | +178.2% | -84.9% | +263.2% | +127.8% |
| 10Y | +170.8% | -84.4% | +255.2% | +120.2% |
| All | +1,142.1% | -63.1% | +1,205.2% | +721.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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