-16.8%
MCD vs PSX
+104.4%
-121.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.9% | +1.8% | -4.7% | -2.8% |
| 30D | -6.7% | +21.6% | -28.4% | -5.6% |
| 3M | -9.6% | +46.5% | -56.0% | -7.3% |
| 6M | -22.3% | +62.0% | -84.3% | -20.0% |
| YTD | -15.4% | +106.3% | -121.8% | -13.8% |
| 1Y | -16.8% | +103.0% | -119.8% | -15.1% |
| All | -16.8% | +104.4% | -121.2% | -15.1% |
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 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