+654.3%
GS vs MCD
+177.7%
+476.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | +0.9% | -2.8% | +3.8% | +2.4% |
| 30D | -1.6% | -6.0% | +4.4% | +1.5% |
| 3M | -4.5% | -5.6% | +1.1% | -2.4% |
| 6M | +20.9% | -21.9% | +42.7% | +36.8% |
| YTD | +19.9% | -14.7% | +34.6% | +28.6% |
| 1Y | +41.4% | -17.3% | +58.7% | +53.9% |
| 3Y | +239.2% | -2.2% | +241.3% | +225.3% |
| 5Y | +185.0% | +20.3% | +164.8% | +135.8% |
| All | +654.3% | +177.7% | +476.6% | +339.5% |
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