+206.6%
C vs MCD
+11.5%
+195.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.3% | -4.9% |
| 7D | -5.3% | +8.0% | -13.3% | -6.2% |
| 30D | -7.3% | +19.6% | -26.9% | -9.3% |
| 3M | -13.5% | +2.2% | -15.7% | -13.8% |
| 6M | -6.5% | -1.1% | -5.3% | -6.3% |
| YTD | +3.6% | -7.2% | +10.9% | +4.5% |
| 1Y | +18.9% | -6.7% | +25.6% | +19.8% |
| All | +206.6% | +11.5% | +195.0% | +204.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling