+71.0%
AAPL vs MCD
-2.2%
+73.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +0.1% | -2.8% | +2.9% | +0.9% |
| 30D | +3.0% | -6.0% | +9.0% | +4.8% |
| 3M | +2.9% | -5.6% | +8.5% | +4.4% |
| 6M | +22.1% | -21.9% | +44.0% | +30.3% |
| YTD | +18.0% | -14.7% | +32.7% | +22.8% |
| 1Y | +33.9% | -17.3% | +51.2% | +40.5% |
| All | +71.0% | -2.2% | +73.1% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling