+25.2%
MCD vs PWR
+396.6%
-371.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.6% | +1.6% |
| 7D | +5.9% | -4.8% | +10.7% | +5.9% |
| 30D | +19.6% | -16.2% | +35.9% | +20.1% |
| 3M | +3.3% | -11.9% | +15.2% | +3.4% |
| 6M | +3.5% | -20.6% | +24.1% | +4.1% |
| YTD | -6.1% | +40.3% | -46.4% | -9.6% |
| 1Y | -3.7% | +33.0% | -36.7% | -6.9% |
| 3Y | +13.4% | +250.0% | -236.6% | -5.8% |
| 5Y | +25.2% | +404.2% | -379.0% | -2.0% |
| All | +25.2% | +396.6% | -371.5% | -2.0% |
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