+319.1%
DELL vs MCD
-17.5%
+336.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +0.6% |
| 7D | +14.9% | -2.8% | +17.7% | +12.9% |
| 30D | +13.3% | -6.0% | +19.3% | +9.3% |
| 3M | +24.4% | -5.6% | +30.0% | +21.6% |
| 6M | +258.0% | -21.9% | +279.9% | +233.6% |
| YTD | +320.2% | -14.7% | +334.9% | +309.1% |
| 1Y | +319.1% | -17.3% | +336.3% | +311.8% |
| All | +319.1% | -17.5% | +336.5% | +311.8% |
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