+211.3%
MCD vs PWR
+1,915.1%
-1,703.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.6% | +0.5% |
| 7D | +5.9% | -4.8% | +10.7% | +6.2% |
| 30D | +19.6% | -16.2% | +35.9% | +21.9% |
| 3M | +3.3% | -11.9% | +15.2% | +4.2% |
| 6M | +3.5% | -20.6% | +24.1% | +5.4% |
| YTD | -6.1% | +40.3% | -46.4% | -14.2% |
| 1Y | -3.7% | +33.0% | -36.7% | -11.3% |
| 3Y | +13.4% | +250.0% | -236.6% | -19.1% |
| 5Y | +25.2% | +404.2% | -379.0% | -21.1% |
| 10Y | +211.3% | +1,865.8% | -1,654.6% | +24.3% |
| All | +211.3% | +1,915.1% | -1,703.8% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling