+2,954.5%
DELL vs MCD
+206.5%
+2,748.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -18.1% | +7.3% | -25.4% | -20.5% |
| 30D | -42.9% | +20.0% | -62.8% | -47.2% |
| 3M | -26.9% | +3.8% | -30.7% | -28.4% |
| 6M | +28.8% | +3.8% | +25.0% | +24.9% |
| YTD | +168.4% | -5.9% | +174.3% | +171.4% |
| 1Y | +136.8% | -3.2% | +140.0% | +135.3% |
| 3Y | +375.3% | +13.3% | +362.1% | +315.6% |
| 5Y | +551.0% | +25.2% | +525.8% | +430.4% |
| 10Y | +2,566.3% | +213.3% | +2,353.0% | +1,459.2% |
| All | +2,954.5% | +206.5% | +2,748.0% | +1,697.3% |
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 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