+2,876.0%
DELL vs MCD
+202.6%
+2,673.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +17.1% | -1.6% | +18.7% | +17.7% |
| 30D | -35.1% | +16.0% | -51.1% | -39.3% |
| 3M | -23.3% | 0.0% | -23.2% | -24.0% |
| 6M | +55.8% | +0.9% | +54.9% | +52.4% |
| YTD | +198.0% | -8.7% | +206.7% | +204.4% |
| 1Y | +166.6% | -8.6% | +175.1% | +171.3% |
| 3Y | +427.6% | +9.9% | +417.8% | +365.1% |
| 5Y | +630.6% | +22.6% | +608.0% | +495.5% |
| All | +2,876.0% | +202.6% | +2,673.4% | +1,574.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling