+1,710.5%
GS vs MCD
+1,198.8%
+511.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.0% |
| 7D | -6.3% | +8.0% | -14.4% | -9.7% |
| 30D | -3.1% | +19.6% | -22.8% | -11.1% |
| 3M | -17.7% | +2.2% | -19.8% | -18.8% |
| 6M | -4.6% | -1.1% | -3.4% | -5.0% |
| YTD | +0.3% | -7.2% | +7.5% | +2.4% |
| 1Y | +11.7% | -6.7% | +18.4% | +13.6% |
| 3Y | +183.6% | +11.6% | +172.0% | +159.0% |
| 5Y | +141.0% | +22.6% | +118.3% | +109.2% |
| 10Y | +507.4% | +218.4% | +289.0% | +235.3% |
| All | +1,710.5% | +1,198.8% | +511.7% | +441.4% |
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 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