+1,120.6%
DELL vs MCD
+18.5%
+1,102.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +8.7% | -2.9% | +11.6% | +8.9% |
| 30D | +16.9% | -6.7% | +23.6% | +17.3% |
| 3M | +40.4% | -9.6% | +50.0% | +41.4% |
| 6M | +267.1% | -22.3% | +289.4% | +279.9% |
| YTD | +329.1% | -15.4% | +344.5% | +337.1% |
| 1Y | +346.9% | -16.8% | +363.7% | +356.1% |
| 3Y | +696.6% | -2.4% | +699.0% | +667.1% |
| All | +1,120.6% | +18.5% | +1,102.1% | +940.0% |
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