+207.0%
C vs MCD
+200.8%
+6.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +4.2% | -1.6% | +5.8% | +5.2% |
| 30D | +2.0% | +14.1% | -12.1% | -6.5% |
| 3M | -10.1% | +0.6% | -10.7% | -11.0% |
| 6M | +1.0% | 0.0% | +1.0% | -0.4% |
| YTD | +8.5% | -9.3% | +17.7% | +13.5% |
| 1Y | +25.7% | -9.3% | +35.0% | +31.4% |
| 3Y | +216.0% | +8.6% | +207.4% | +179.0% |
| 5Y | +112.3% | +21.9% | +90.4% | +68.3% |
| All | +207.0% | +200.8% | +6.3% | +76.7% |
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