+377.0%
DELL vs MCD
+10.9%
+366.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.4% |
| 7D | -22.6% | +7.1% | -29.7% | -19.6% |
| 30D | -43.2% | +19.8% | -62.9% | -38.1% |
| 3M | -24.8% | +0.8% | -25.6% | -23.0% |
| 6M | +38.0% | -1.3% | +39.3% | +41.6% |
| YTD | +163.7% | -7.8% | +171.5% | +167.8% |
| 1Y | +122.5% | -5.0% | +127.5% | +127.8% |
| 3Y | +377.0% | +10.5% | +366.4% | +484.4% |
| All | +377.0% | +10.9% | +366.0% | +484.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling