+2,007.4%
MCD vs PWR
+6,979.4%
-4,972.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.3% | +11.5% | +0.4% |
| 7D | +8.0% | -19.9% | +27.9% | +10.1% |
| 30D | +19.6% | -29.3% | +48.9% | +23.3% |
| 3M | +2.2% | -25.5% | +27.7% | +4.6% |
| 6M | -1.1% | -34.0% | +32.9% | +2.0% |
| YTD | -7.2% | +20.7% | -27.9% | -10.5% |
| 1Y | -6.7% | +12.3% | -19.0% | -9.4% |
| 3Y | +11.6% | +201.9% | -190.3% | -4.0% |
| 5Y | +22.6% | +336.8% | -314.1% | +0.4% |
| 10Y | +218.4% | +1,748.9% | -1,530.4% | +121.0% |
| All | +2,007.4% | +6,979.4% | -4,972.0% | +1,022.2% |
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