+552.2%
DELL vs MCD
+21.9%
+530.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.6% |
| 7D | -22.6% | +7.1% | -29.7% | -22.2% |
| 30D | -43.2% | +19.8% | -62.9% | -43.0% |
| 3M | -24.8% | +0.8% | -25.6% | -24.1% |
| 6M | +38.0% | -1.3% | +39.3% | +39.7% |
| YTD | +163.7% | -7.8% | +171.5% | +170.1% |
| 1Y | +122.5% | -5.0% | +127.5% | +126.2% |
| 3Y | +377.0% | +10.5% | +366.4% | +350.1% |
| All | +552.2% | +21.9% | +530.2% | +462.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling