-3.5%
MCD vs PSX
+89.2%
-92.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +2.0% |
| 7D | +5.9% | -8.0% | +14.0% | +5.3% |
| 30D | +19.6% | -9.0% | +28.7% | +18.8% |
| 3M | +3.3% | +24.7% | -21.5% | +4.7% |
| 6M | +3.5% | +49.3% | -45.9% | +6.3% |
| YTD | -6.1% | +100.2% | -106.3% | -4.7% |
| All | -3.5% | +89.2% | -92.7% | -1.2% |
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