+130.5%
IBM vs MCD
+177.3%
-46.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | -0.3% | -2.8% | +2.5% | +1.0% |
| 30D | +0.3% | -6.0% | +6.3% | +3.1% |
| 3M | -21.6% | -5.6% | -16.0% | -19.5% |
| 6M | -4.7% | -21.9% | +17.2% | +6.7% |
| YTD | -19.1% | -14.7% | -4.4% | -13.3% |
| 1Y | -2.5% | -17.3% | +14.8% | +5.8% |
| 3Y | +74.2% | -2.2% | +76.3% | +72.2% |
| 5Y | +113.1% | +20.3% | +92.8% | +87.7% |
| All | +130.5% | +177.3% | -46.7% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling