+1,838.0%
MCD vs PWR
+8,583.6%
-6,745.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.8% | +3.6% | -6.4% | -3.2% |
| 30D | -6.0% | -8.6% | +2.6% | -5.3% |
| 3M | -5.6% | -13.2% | +7.6% | -4.7% |
| 6M | -21.9% | +9.9% | -31.7% | -23.3% |
| YTD | -14.7% | +48.0% | -62.7% | -18.9% |
| 1Y | -17.3% | +66.2% | -83.4% | -22.5% |
| 3Y | -2.2% | +195.1% | -197.3% | -15.2% |
| 5Y | +20.3% | +442.6% | -422.3% | -3.2% |
| 10Y | +180.7% | +2,334.2% | -2,153.5% | +90.6% |
| All | +1,838.0% | +8,583.6% | -6,745.6% | +916.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling