+1,367.3%
AAPL vs MCD
+200.8%
+1,166.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +4.1% | -1.6% | +5.8% | +5.0% |
| 30D | +4.0% | +14.1% | -10.2% | -3.3% |
| 3M | +16.8% | +0.6% | +16.2% | +16.0% |
| 6M | +19.4% | 0.0% | +19.4% | +18.7% |
| YTD | +31.5% | -9.3% | +40.8% | +37.4% |
| 1Y | +31.0% | -9.3% | +40.3% | +36.6% |
| 3Y | +95.3% | +8.6% | +86.7% | +80.2% |
| 5Y | +143.4% | +21.9% | +121.5% | +109.0% |
| All | +1,367.3% | +200.8% | +1,166.6% | +792.1% |
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