+213.3%
MCD vs PWR
+1,818.7%
-1,605.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +7.3% | -11.2% | +18.5% | +8.6% |
| 30D | +20.0% | -17.4% | +37.4% | +22.5% |
| 3M | +3.8% | -11.7% | +15.6% | +4.7% |
| 6M | +3.8% | -21.7% | +25.5% | +5.9% |
| YTD | -5.9% | +38.3% | -44.1% | -13.8% |
| 1Y | -3.2% | +29.6% | -32.8% | -10.5% |
| 3Y | +13.3% | +236.1% | -222.9% | -18.5% |
| 5Y | +25.2% | +406.3% | -381.1% | -21.4% |
| 10Y | +213.3% | +1,796.7% | -1,583.4% | +24.5% |
| All | +213.3% | +1,818.7% | -1,605.4% | +24.5% |
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