+223.5%
C vs MCD
+213.9%
+9.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.9% |
| 7D | -2.4% | +7.1% | -9.5% | -6.7% |
| 30D | -6.0% | +19.8% | -25.7% | -16.5% |
| 3M | -10.5% | +0.8% | -11.4% | -11.5% |
| 6M | -5.7% | -1.3% | -4.4% | -6.1% |
| YTD | +4.1% | -7.8% | +11.9% | +7.8% |
| 1Y | +20.5% | -5.0% | +25.4% | +22.0% |
| 3Y | +208.1% | +10.5% | +197.6% | +169.0% |
| 5Y | +110.4% | +22.0% | +88.4% | +67.2% |
| All | +223.5% | +213.9% | +9.6% | +63.1% |
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