+103.2%
GLD vs MCD
+10.9%
+92.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +4.7% | +7.1% | -2.4% | +3.9% |
| 30D | -0.9% | +19.8% | -20.7% | -2.7% |
| 3M | -4.4% | +0.8% | -5.2% | -4.6% |
| 6M | -13.6% | -1.3% | -12.2% | -13.5% |
| YTD | -6.0% | -7.8% | +1.7% | -5.2% |
| 1Y | +1.8% | -5.0% | +6.7% | +2.3% |
| 3Y | +103.2% | +10.5% | +92.6% | +92.2% |
| All | +103.2% | +10.9% | +92.3% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling