+99.6%
GOOG vs MCD
+22.6%
+76.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +4.8% | -1.6% | +6.4% | +5.3% |
| 30D | -15.5% | +16.0% | -31.5% | -19.5% |
| 3M | -13.7% | 0.0% | -13.6% | -13.7% |
| 6M | -23.0% | +0.9% | -23.9% | -23.4% |
| YTD | -5.7% | -8.7% | +3.0% | -2.9% |
| 1Y | +3.0% | -8.6% | +11.6% | +5.8% |
| 3Y | +122.4% | +9.9% | +112.5% | +103.7% |
| All | +99.6% | +22.6% | +76.9% | +68.6% |
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