-3.9%
MCD vs PWR
+31.4%
-35.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -11.7% | +18.2% | +5.2% |
| 7D | +11.9% | -4.4% | +16.2% | +11.2% |
| 30D | +20.2% | -15.1% | +35.3% | +18.5% |
| 3M | +5.2% | -16.2% | +21.4% | +3.6% |
| 6M | 0.0% | -23.3% | +23.4% | -1.6% |
| YTD | -6.5% | +37.6% | -44.1% | -5.7% |
| 1Y | -3.9% | +32.4% | -36.3% | -4.2% |
| All | -3.9% | +31.4% | -35.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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