+109.4%
C vs MCD
+22.7%
+86.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.3% | -4.8% |
| 7D | -5.3% | +8.0% | -13.3% | -7.6% |
| 30D | -7.3% | +19.6% | -26.9% | -12.4% |
| 3M | -13.5% | +2.2% | -15.7% | -14.2% |
| 6M | -6.5% | -1.1% | -5.3% | -6.4% |
| YTD | +3.6% | -7.2% | +10.9% | +5.7% |
| 1Y | +18.9% | -6.7% | +25.6% | +20.9% |
| 3Y | +205.0% | +11.6% | +193.4% | +178.9% |
| 5Y | +109.4% | +22.6% | +86.7% | +77.4% |
| All | +109.4% | +22.7% | +86.7% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling