+193.4%
MCD vs PWR
+1,844.4%
-1,651.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.6% | +11.3% | -12.9% | -3.1% |
| 30D | +14.1% | -8.9% | +23.0% | +14.9% |
| 3M | +0.6% | -10.5% | +11.1% | +1.3% |
| 6M | 0.0% | -22.2% | +22.2% | +2.3% |
| YTD | -9.3% | +42.7% | -52.0% | -17.3% |
| 1Y | -9.3% | +41.1% | -50.4% | -17.3% |
| 3Y | +8.6% | +242.7% | -234.1% | -21.9% |
| 5Y | +21.9% | +418.5% | -396.6% | -23.6% |
| All | +193.4% | +1,844.4% | -1,651.0% | +16.7% |
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