+1,210.4%
AAPL vs MCD
+178.5%
+1,032.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.7% | -2.0% | -0.7% | -1.7% |
| 30D | +1.0% | -6.1% | +7.1% | +4.4% |
| 3M | +5.0% | -7.3% | +12.2% | +9.1% |
| 6M | +23.0% | -20.9% | +44.0% | +39.1% |
| YTD | +16.6% | -14.7% | +31.3% | +26.2% |
| 1Y | +33.4% | -16.1% | +49.5% | +45.3% |
| 3Y | +79.9% | -1.5% | +81.4% | +75.8% |
| 5Y | +109.0% | +20.4% | +88.6% | +81.1% |
| 10Y | +1,210.4% | +180.0% | +1,030.4% | +765.0% |
| All | +1,210.4% | +178.5% | +1,032.0% | +765.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling