+185.7%
GS vs MCD
+20.4%
+165.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +0.9% | -2.8% | +3.8% | +1.7% |
| 30D | -1.6% | -6.0% | +4.4% | 0.0% |
| 3M | -4.5% | -5.6% | +1.1% | -3.4% |
| 6M | +20.9% | -21.9% | +42.7% | +30.1% |
| YTD | +19.9% | -14.7% | +34.6% | +24.8% |
| 1Y | +41.4% | -17.3% | +58.7% | +48.6% |
| 3Y | +239.2% | -2.2% | +241.3% | +226.3% |
| All | +185.7% | +20.4% | +165.3% | +134.4% |
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