+772.7%
GOOG vs MCD
+178.8%
+593.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -1.6% | -2.9% | +1.3% | -0.3% |
| 30D | -7.7% | -6.7% | -0.9% | -4.8% |
| 3M | -9.3% | -9.6% | +0.3% | -5.5% |
| 6M | +7.4% | -22.3% | +29.8% | +19.9% |
| YTD | +4.9% | -15.4% | +20.3% | +12.4% |
| 1Y | +37.2% | -16.8% | +54.0% | +47.7% |
| 3Y | +141.6% | -2.4% | +144.0% | +135.4% |
| 5Y | +128.8% | +19.4% | +109.4% | +99.4% |
| 10Y | +772.7% | +181.3% | +591.4% | +480.8% |
| All | +772.7% | +178.8% | +593.9% | +480.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling