+211.3%
MCD vs PSX
+363.6%
-152.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.3% |
| 7D | +5.9% | -8.0% | +14.0% | +7.3% |
| 30D | +19.6% | -9.0% | +28.7% | +21.3% |
| 3M | +3.3% | +24.7% | -21.5% | -1.0% |
| 6M | +3.5% | +49.3% | -45.9% | -4.0% |
| YTD | -6.1% | +100.2% | -106.3% | -18.0% |
| 1Y | -3.7% | +88.8% | -92.5% | -15.0% |
| 3Y | +13.4% | +152.5% | -139.1% | -7.6% |
| 5Y | +25.2% | +283.2% | -258.0% | -9.8% |
| 10Y | +211.3% | +345.8% | -134.6% | +87.8% |
| All | +211.3% | +363.6% | -152.3% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling