+211.7%
MCD vs PWR
+1,832.8%
-1,621.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -1.4% |
| 7D | +7.1% | -12.9% | +20.0% | +8.7% |
| 30D | +19.8% | -22.8% | +42.6% | +23.4% |
| 3M | +0.8% | -19.0% | +19.8% | +2.9% |
| 6M | -1.3% | -31.1% | +29.8% | +2.7% |
| YTD | -7.8% | +28.2% | -36.0% | -14.6% |
| 1Y | -5.0% | +22.2% | -27.2% | -11.5% |
| 3Y | +10.5% | +222.1% | -211.6% | -20.2% |
| 5Y | +22.0% | +364.1% | -342.1% | -22.3% |
| All | +211.7% | +1,832.8% | -1,621.2% | +25.5% |
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