+265.0%
C vs MCD
-2.2%
+267.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +3.6% | -2.8% | +6.5% | +4.0% |
| 30D | +0.1% | -6.0% | +6.1% | +0.9% |
| 3M | +2.4% | -5.6% | +8.0% | +3.1% |
| 6M | +24.9% | -21.9% | +46.8% | +30.1% |
| YTD | +19.8% | -14.7% | +34.5% | +22.5% |
| 1Y | +44.9% | -17.3% | +62.1% | +48.9% |
| All | +265.0% | -2.2% | +267.2% | +270.9% |
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