+13,444.1%
GOOG vs MCD
+1,675.1%
+11,769.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -2.1% | -2.8% | +0.7% | -0.7% |
| 30D | -6.8% | -6.0% | -0.8% | -3.9% |
| 3M | -9.1% | -5.6% | -3.5% | -6.9% |
| 6M | +10.7% | -21.9% | +32.6% | +24.8% |
| YTD | +7.1% | -14.7% | +21.8% | +15.2% |
| 1Y | +44.6% | -17.3% | +61.9% | +57.5% |
| 3Y | +147.4% | -2.2% | +149.6% | +141.0% |
| 5Y | +133.8% | +20.3% | +113.5% | +102.5% |
| 10Y | +777.5% | +180.7% | +596.8% | +362.5% |
| All | +13,444.1% | +1,675.1% | +11,769.0% | +3,507.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling