+177.3%
MCD vs PWR
+2,321.3%
-2,144.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.8% | +3.6% | -6.4% | -3.3% |
| 30D | -6.0% | -8.6% | +2.6% | -4.9% |
| 3M | -5.6% | -13.2% | +7.6% | -4.2% |
| 6M | -21.9% | +9.9% | -31.7% | -24.3% |
| YTD | -14.7% | +48.0% | -62.7% | -22.0% |
| 1Y | -17.3% | +66.2% | -83.4% | -26.4% |
| 3Y | -2.2% | +195.1% | -197.3% | -26.1% |
| 5Y | +20.3% | +442.6% | -422.3% | -24.6% |
| All | +177.3% | +2,321.3% | -2,144.0% | +6.4% |
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