+121.6%
GLD vs MCD
+25.0%
+96.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.7% |
| 7D | +4.9% | +5.9% | -1.0% | +4.5% |
| 30D | -1.3% | +19.6% | -21.0% | -2.6% |
| 3M | -4.8% | +3.3% | -8.0% | -5.1% |
| 6M | -12.5% | +3.5% | -16.0% | -12.8% |
| YTD | -4.2% | -6.1% | +1.9% | -3.9% |
| 1Y | +3.0% | -3.7% | +6.7% | +3.3% |
| 3Y | +109.1% | +13.4% | +95.8% | +107.6% |
| 5Y | +121.6% | +25.2% | +96.4% | +121.6% |
| All | +121.6% | +25.0% | +96.5% | +121.6% |
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 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