+205.9%
MCD vs PSX
+353.3%
-147.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.1% |
| 7D | -1.9% | -0.4% | -1.6% | -1.9% |
| 30D | +16.6% | -8.1% | +24.7% | +18.0% |
| 3M | +0.9% | +15.9% | -15.0% | -1.9% |
| 6M | +1.5% | +49.4% | -47.9% | -5.9% |
| YTD | -8.3% | +104.7% | -113.0% | -20.2% |
| 1Y | -8.1% | +89.1% | -97.2% | -18.9% |
| 3Y | +10.3% | +151.7% | -141.4% | -9.9% |
| 5Y | +23.4% | +298.3% | -274.9% | -11.7% |
| 10Y | +205.9% | +357.1% | -151.1% | +84.3% |
| All | +205.9% | +353.3% | -147.4% | +84.3% |
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