+195.2%
MCD vs PSX
+364.5%
-169.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.7% |
| 7D | -1.6% | +6.4% | -8.0% | -2.6% |
| 30D | +16.0% | -10.2% | +26.2% | +17.9% |
| 3M | 0.0% | +17.2% | -17.2% | -3.1% |
| 6M | +0.9% | +51.8% | -50.8% | -6.6% |
| YTD | -8.7% | +108.0% | -116.7% | -20.7% |
| 1Y | -8.6% | +96.1% | -104.7% | -19.8% |
| 3Y | +9.9% | +155.9% | -146.0% | -10.5% |
| 5Y | +22.6% | +306.9% | -284.3% | -12.6% |
| All | +195.2% | +364.5% | -169.3% | +78.1% |
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