+10.5%
MCD vs PWR
+221.0%
-210.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.2% |
| 7D | +7.1% | -12.9% | +20.0% | +6.4% |
| 30D | +19.8% | -22.8% | +42.6% | +18.4% |
| 3M | +0.8% | -19.0% | +19.8% | -0.1% |
| 6M | -1.3% | -31.1% | +29.8% | -2.3% |
| YTD | -7.8% | +28.2% | -36.0% | -8.1% |
| 1Y | -5.0% | +22.2% | -27.2% | -5.4% |
| 3Y | +10.5% | +222.1% | -211.6% | +5.5% |
| All | +10.5% | +221.0% | -210.4% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling