+218.3%
C vs MCD
+204.7%
+13.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +3.2% |
| 7D | -0.4% | -1.9% | +1.5% | +0.8% |
| 30D | -5.3% | +16.6% | -21.9% | -14.5% |
| 3M | -8.0% | +0.9% | -9.0% | -9.1% |
| 6M | -0.3% | +1.5% | -1.7% | -2.6% |
| YTD | +8.6% | -8.3% | +17.0% | +12.9% |
| 1Y | +25.8% | -8.1% | +34.0% | +30.4% |
| 3Y | +221.2% | +10.3% | +210.8% | +180.4% |
| 5Y | +113.6% | +23.4% | +90.1% | +67.8% |
| 10Y | +218.3% | +205.9% | +12.4% | +60.7% |
| All | +218.3% | +204.7% | +13.6% | +60.7% |
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