+95.3%
AAPL vs MCD
+9.3%
+85.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +4.1% | -1.6% | +5.8% | +4.6% |
| 30D | +4.0% | +14.1% | -10.2% | 0.0% |
| 3M | +16.8% | +0.6% | +16.2% | +16.5% |
| 6M | +19.4% | 0.0% | +19.4% | +19.1% |
| YTD | +31.5% | -9.3% | +40.8% | +34.5% |
| 1Y | +31.0% | -9.3% | +40.3% | +33.8% |
| 3Y | +95.3% | +8.6% | +86.7% | +94.8% |
| All | +95.3% | +9.3% | +85.9% | +94.8% |
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