+38.0%
DELL vs MCD
-2.4%
+40.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.0% |
| 7D | -22.6% | +7.1% | -29.7% | -15.2% |
| 30D | -43.2% | +19.8% | -62.9% | -29.8% |
| 3M | -24.8% | +0.8% | -25.6% | -21.3% |
| 6M | +38.0% | -1.3% | +39.3% | +45.6% |
| All | +38.0% | -2.4% | +40.4% | +45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling