+4,681.2%
DELL vs MCD
+177.7%
+4,503.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | +14.9% | -2.8% | +17.7% | +16.3% |
| 30D | +13.3% | -6.0% | +19.3% | +16.1% |
| 3M | +24.4% | -5.6% | +30.0% | +26.3% |
| 6M | +258.0% | -21.9% | +279.9% | +295.8% |
| YTD | +320.2% | -14.7% | +334.9% | +344.8% |
| 1Y | +319.1% | -17.3% | +336.3% | +347.9% |
| 3Y | +706.5% | -2.2% | +708.7% | +660.9% |
| 5Y | +1,071.9% | +20.3% | +1,051.6% | +862.3% |
| 10Y | +4,683.5% | +180.7% | +4,502.8% | +2,845.8% |
| All | +4,681.2% | +177.7% | +4,503.5% | +2,846.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling