+13,507.3%
GOOGL vs MCD
+1,675.1%
+11,832.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -2.3% | -2.8% | +0.5% | -0.9% |
| 30D | -6.6% | -6.0% | -0.5% | -3.6% |
| 3M | -8.9% | -5.6% | -3.4% | -6.7% |
| 6M | +11.9% | -21.9% | +33.7% | +26.1% |
| YTD | +8.3% | -14.7% | +23.0% | +16.6% |
| 1Y | +46.2% | -17.3% | +63.5% | +59.3% |
| 3Y | +151.9% | -2.2% | +154.0% | +145.4% |
| 5Y | +137.7% | +20.3% | +117.4% | +106.0% |
| 10Y | +757.6% | +180.7% | +576.9% | +352.3% |
| All | +13,507.3% | +1,675.1% | +11,832.2% | +3,525.7% |
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