+613.7%
GOOGL vs MCD
+213.7%
+400.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.8% | +7.1% | -5.4% | -1.3% |
| 30D | -18.8% | +19.8% | -38.5% | -25.2% |
| 3M | -20.3% | +0.8% | -21.2% | -20.9% |
| 6M | -28.4% | -1.3% | -27.1% | -28.4% |
| YTD | -8.8% | -7.8% | -1.1% | -6.2% |
| 1Y | +0.3% | -5.0% | +5.2% | +1.5% |
| 3Y | +120.7% | +10.5% | +110.2% | +102.3% |
| 5Y | +93.1% | +22.0% | +71.2% | +67.0% |
| All | +613.7% | +213.7% | +400.0% | +377.3% |
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