+141.0%
GS vs MCD
+22.7%
+118.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.2% |
| 7D | -6.3% | +8.0% | -14.4% | -8.2% |
| 30D | -3.1% | +19.6% | -22.8% | -7.6% |
| 3M | -17.7% | +2.2% | -19.8% | -18.2% |
| 6M | -4.6% | -1.1% | -3.4% | -4.5% |
| YTD | +0.3% | -7.2% | +7.5% | +2.1% |
| 1Y | +11.7% | -6.7% | +18.4% | +13.3% |
| 3Y | +183.6% | +11.6% | +172.0% | +158.3% |
| 5Y | +141.0% | +22.6% | +118.3% | +104.7% |
| All | +141.0% | +22.7% | +118.3% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling