+22.7%
MCD vs PWR
+348.7%
-326.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.7% |
| 7D | +7.1% | -12.9% | +20.0% | +7.3% |
| 30D | +19.8% | -22.8% | +42.6% | +20.4% |
| 3M | +0.8% | -19.0% | +19.8% | +1.1% |
| 6M | -1.3% | -31.1% | +29.8% | -0.2% |
| YTD | -7.8% | +28.2% | -36.0% | -10.9% |
| 1Y | -5.0% | +22.2% | -27.2% | -8.0% |
| 3Y | +10.5% | +222.1% | -211.6% | -8.0% |
| All | +22.7% | +348.7% | -326.0% | -3.3% |
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