+143.3%
DELL vs MCD
-3.6%
+146.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.5% | -15.4% | -3.4% |
| 7D | -24.6% | +11.9% | -36.5% | -17.0% |
| 30D | -32.5% | +20.2% | -52.7% | -21.9% |
| 3M | -20.2% | +5.2% | -25.4% | -14.3% |
| 6M | +76.5% | 0.0% | +76.5% | +87.5% |
| YTD | +198.9% | -6.5% | +205.4% | +222.8% |
| 1Y | +143.3% | -3.9% | +147.3% | +159.0% |
| All | +143.3% | -3.6% | +146.9% | +159.0% |
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