+20.8%
MCD vs PWR
+411.6%
-390.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -1.6% | +11.3% | -12.9% | -1.9% |
| 30D | +14.1% | -8.9% | +23.0% | +14.2% |
| 3M | +0.6% | -10.5% | +11.1% | +0.7% |
| 6M | 0.0% | -22.2% | +22.2% | +0.8% |
| YTD | -9.3% | +42.7% | -52.0% | -12.6% |
| 1Y | -9.3% | +41.1% | -50.4% | -12.7% |
| 3Y | +8.6% | +242.7% | -234.1% | -9.2% |
| All | +20.8% | +411.6% | -390.8% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling