+667.7%
GOOGL vs MCD
+204.7%
+463.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.2% |
| 7D | +1.6% | -1.9% | +3.5% | +2.4% |
| 30D | -16.8% | +16.6% | -33.4% | -22.5% |
| 3M | -14.6% | +0.9% | -15.5% | -15.3% |
| 6M | -24.4% | +1.5% | -25.9% | -25.5% |
| YTD | -6.1% | -8.3% | +2.3% | -3.2% |
| 1Y | +1.0% | -8.1% | +9.1% | +3.8% |
| 3Y | +123.4% | +10.3% | +113.1% | +104.8% |
| 5Y | +103.2% | +23.4% | +79.8% | +74.5% |
| 10Y | +667.7% | +205.9% | +461.8% | +430.1% |
| All | +667.7% | +204.7% | +463.0% | +430.1% |
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 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