+2,064.0%
GS vs MCD
+1,094.4%
+969.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | +0.9% | -2.8% | +3.8% | +2.3% |
| 30D | -1.6% | -6.0% | +4.4% | +1.2% |
| 3M | -4.5% | -5.6% | +1.1% | -2.6% |
| 6M | +20.9% | -21.9% | +42.7% | +34.6% |
| YTD | +19.9% | -14.7% | +34.6% | +27.6% |
| 1Y | +41.4% | -17.3% | +58.7% | +52.3% |
| 3Y | +239.2% | -2.2% | +241.3% | +230.6% |
| 5Y | +185.0% | +20.3% | +164.8% | +149.7% |
| 10Y | +655.0% | +180.7% | +474.3% | +342.4% |
| All | +2,064.0% | +1,094.4% | +969.6% | +574.5% |
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