+11,484.7%
GOOGL vs MCD
+1,853.9%
+9,630.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.3% |
| 7D | +3.3% | +5.9% | -2.7% | +0.3% |
| 30D | -18.1% | +19.6% | -37.7% | -25.5% |
| 3M | -18.6% | +3.3% | -21.9% | -20.3% |
| 6M | -28.0% | +3.5% | -31.5% | -29.9% |
| YTD | -7.8% | -6.1% | -1.7% | -5.8% |
| 1Y | +3.6% | -3.7% | +7.3% | +4.2% |
| 3Y | +123.4% | +13.4% | +110.0% | +100.9% |
| 5Y | +95.3% | +25.2% | +70.2% | +65.6% |
| 10Y | +622.2% | +211.3% | +410.9% | +260.0% |
| All | +11,484.7% | +1,853.9% | +9,630.8% | +2,828.1% |
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