+750.9%
GOOGL vs MCD
+178.5%
+572.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | -2.0% | +3.1% | +2.0% |
| 30D | -4.4% | -6.1% | +1.7% | -1.8% |
| 3M | -6.8% | -7.3% | +0.4% | -4.0% |
| 6M | +13.6% | -20.9% | +34.5% | +25.7% |
| YTD | +8.3% | -14.7% | +23.0% | +15.7% |
| 1Y | +44.9% | -16.1% | +61.1% | +55.5% |
| 3Y | +150.5% | -1.5% | +152.0% | +143.0% |
| 5Y | +137.7% | +20.4% | +117.3% | +106.4% |
| 10Y | +750.9% | +180.0% | +570.9% | +461.2% |
| All | +750.9% | +178.5% | +572.5% | +461.2% |
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