+139.3%
GS vs MCD
+21.9%
+117.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -3.2% | +7.1% | -10.3% | -4.9% |
| 30D | -2.4% | +19.8% | -22.2% | -6.9% |
| 3M | -15.7% | +0.8% | -16.5% | -16.0% |
| 6M | -6.8% | -1.3% | -5.5% | -6.7% |
| YTD | -0.1% | -7.8% | +7.7% | +1.9% |
| 1Y | +12.1% | -5.0% | +17.0% | +12.8% |
| 3Y | +185.8% | +10.5% | +175.2% | +161.3% |
| All | +139.3% | +21.9% | +117.4% | +102.1% |
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 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