+285.8%
MCD vs PSX
+1,139.4%
-853.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +4.5% | -7.4% | -3.5% |
| 30D | -6.0% | +26.6% | -32.6% | -9.7% |
| 3M | -5.6% | +39.3% | -44.8% | -10.9% |
| 6M | -21.9% | +56.8% | -78.7% | -28.0% |
| YTD | -14.7% | +101.8% | -116.5% | -25.0% |
| 1Y | -17.3% | +99.6% | -116.9% | -27.2% |
| 3Y | -2.2% | +140.3% | -142.5% | -18.5% |
| 5Y | +20.3% | +339.3% | -319.0% | -13.8% |
| 10Y | +180.7% | +369.9% | -189.2% | +81.7% |
| All | +285.8% | +1,139.4% | -853.7% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling