+317.2%
MCD vs PSX
+1,093.9%
-776.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +7.1% | -13.1% | +20.2% | +9.5% |
| 30D | +19.8% | -9.5% | +29.3% | +21.5% |
| 3M | +0.8% | +20.2% | -19.4% | -2.6% |
| 6M | -1.3% | +44.9% | -46.2% | -7.9% |
| YTD | -7.8% | +94.4% | -102.2% | -18.6% |
| 1Y | -5.0% | +83.1% | -88.0% | -15.3% |
| 3Y | +10.5% | +132.2% | -121.6% | -7.6% |
| 5Y | +22.0% | +278.8% | -256.9% | -9.9% |
| 10Y | +216.7% | +354.2% | -137.5% | +105.5% |
| All | +317.2% | +1,093.9% | -776.7% | +148.0% |
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