+4,062.5%
DELL vs MCD
+178.5%
+3,884.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +25.6% | -2.0% | +27.6% | +26.7% |
| 30D | +17.7% | -6.1% | +23.8% | +20.7% |
| 3M | +33.4% | -7.3% | +40.7% | +36.8% |
| 6M | +266.2% | -20.9% | +287.1% | +302.7% |
| YTD | +328.0% | -14.7% | +342.7% | +353.1% |
| 1Y | +339.6% | -16.1% | +355.7% | +366.6% |
| 3Y | +694.6% | -1.5% | +696.1% | +646.6% |
| 5Y | +1,122.0% | +20.4% | +1,101.5% | +901.7% |
| 10Y | +4,062.5% | +180.0% | +3,882.5% | +2,396.8% |
| All | +4,062.5% | +178.5% | +3,884.0% | +2,396.8% |
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 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