-17.3%
MCD vs PSX
+101.0%
-118.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +4.5% | -7.4% | -2.6% |
| 30D | -6.0% | +26.6% | -32.6% | -4.7% |
| 3M | -5.6% | +39.3% | -44.8% | -3.5% |
| 6M | -21.9% | +56.8% | -78.7% | -19.7% |
| YTD | -14.7% | +101.8% | -116.5% | -13.2% |
| 1Y | -17.3% | +99.6% | -116.9% | -16.0% |
| All | -17.3% | +101.0% | -118.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling