+293.4%
C vs MCD
+177.7%
+115.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.7% |
| 7D | +3.6% | -2.8% | +6.5% | +5.5% |
| 30D | +0.1% | -6.0% | +6.1% | +4.0% |
| 3M | +2.4% | -5.6% | +8.0% | +5.4% |
| 6M | +24.9% | -21.9% | +46.8% | +45.6% |
| YTD | +19.8% | -14.7% | +34.5% | +31.0% |
| 1Y | +44.9% | -17.3% | +62.1% | +61.3% |
| 3Y | +263.0% | -2.2% | +265.1% | +246.3% |
| 5Y | +129.5% | +20.3% | +109.2% | +82.5% |
| All | +293.4% | +177.7% | +115.7% | +108.8% |
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 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