+11,715.7%
GOOG vs MCD
+1,788.1%
+9,927.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +3.0% | -1.6% | +4.7% | +3.8% |
| 30D | -14.9% | +14.1% | -29.0% | -20.7% |
| 3M | -14.9% | +0.6% | -15.5% | -15.6% |
| 6M | -26.6% | 0.0% | -26.6% | -27.4% |
| YTD | -6.6% | -9.3% | +2.7% | -3.1% |
| 1Y | +5.1% | -9.3% | +14.4% | +8.9% |
| 3Y | +121.0% | +8.6% | +112.3% | +103.0% |
| 5Y | +97.3% | +21.9% | +75.4% | +69.3% |
| 10Y | +683.2% | +202.8% | +480.5% | +295.2% |
| All | +11,715.7% | +1,788.1% | +9,927.6% | +2,935.1% |
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