+220.1%
C vs MCD
+219.3%
+0.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.3% |
| 7D | -0.9% | +5.9% | -6.9% | -4.6% |
| 30D | -5.4% | +19.6% | -25.0% | -15.8% |
| 3M | -9.2% | +3.3% | -12.4% | -11.4% |
| 6M | -1.8% | +3.5% | -5.3% | -5.2% |
| YTD | +6.7% | -6.1% | +12.8% | +9.3% |
| 1Y | +23.5% | -3.7% | +27.2% | +24.0% |
| 3Y | +219.8% | +13.4% | +206.4% | +174.5% |
| 5Y | +112.4% | +25.2% | +87.3% | +65.9% |
| 10Y | +220.1% | +211.3% | +8.8% | +62.3% |
| All | +220.1% | +219.3% | +0.8% | +62.3% |
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