+146.8%
GOOG vs MCD
-1.1%
+147.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | -2.0% | +3.1% | +1.3% |
| 30D | -5.1% | -6.1% | +1.1% | -4.4% |
| 3M | -7.1% | -7.3% | +0.2% | -6.3% |
| 6M | +12.7% | -20.9% | +33.6% | +15.8% |
| YTD | +7.1% | -14.7% | +21.7% | +9.2% |
| 1Y | +43.6% | -16.1% | +59.7% | +46.7% |
| 3Y | +146.8% | -1.5% | +148.3% | +146.5% |
| All | +146.8% | -1.1% | +147.9% | +146.5% |
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