+127.4%
ADBE vs MCD
+211.9%
-84.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | -3.8% | +7.3% | -11.1% | -7.5% |
| 30D | -2.3% | +20.0% | -22.3% | -11.4% |
| 3M | -13.3% | +3.8% | -17.1% | -15.2% |
| 6M | -6.5% | +3.8% | -10.2% | -8.7% |
| YTD | -32.4% | -5.9% | -26.5% | -30.7% |
| 1Y | -28.0% | -3.2% | -24.8% | -27.4% |
| 3Y | -60.4% | +13.3% | -73.6% | -64.0% |
| 5Y | -63.4% | +25.2% | -88.7% | -68.7% |
| 10Y | +127.4% | +213.3% | -85.9% | +44.3% |
| All | +127.4% | +211.9% | -84.5% | +44.3% |
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 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