+1,833.6%
GS vs MCD
+1,209.0%
+624.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -3.0% | +0.5% |
| 7D | +0.3% | +11.9% | -11.6% | -4.9% |
| 30D | +3.9% | +20.2% | -16.4% | -4.9% |
| 3M | -11.4% | +5.2% | -16.6% | -13.8% |
| 6M | +3.7% | 0.0% | +3.7% | +2.6% |
| YTD | +7.1% | -6.5% | +13.6% | +9.0% |
| 1Y | +19.7% | -3.9% | +23.6% | +19.9% |
| 3Y | +202.8% | +12.5% | +190.4% | +175.6% |
| 5Y | +156.7% | +24.2% | +132.5% | +121.5% |
| 10Y | +548.7% | +220.9% | +327.8% | +256.7% |
| All | +1,833.6% | +1,209.0% | +624.6% | +476.0% |
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