+23.0%
C vs MCD
-3.2%
+26.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -0.4% | +7.3% | -7.6% | -0.6% |
| 30D | -5.2% | +20.0% | -25.1% | -5.3% |
| 3M | -9.1% | +3.8% | -12.9% | -9.5% |
| 6M | -1.6% | +3.8% | -5.3% | -1.8% |
| YTD | +6.9% | -5.9% | +12.8% | +5.7% |
| 1Y | +23.0% | -3.2% | +26.2% | +20.0% |
| All | +23.0% | -3.2% | +26.2% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling