+141.6%
IBM vs MCD
+211.9%
-70.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | -0.1% |
| 7D | -1.5% | +7.3% | -8.8% | -4.8% |
| 30D | +8.4% | +20.0% | -11.5% | -0.6% |
| 3M | +4.2% | +3.8% | +0.4% | +2.0% |
| 6M | +7.9% | +3.8% | +4.2% | +5.9% |
| YTD | -15.2% | -5.9% | -9.3% | -13.4% |
| 1Y | -18.7% | -3.2% | -15.5% | -18.2% |
| 3Y | +79.2% | +13.3% | +65.9% | +64.9% |
| 5Y | +144.7% | +25.2% | +119.5% | +111.8% |
| 10Y | +141.6% | +213.3% | -71.8% | +68.5% |
| All | +141.6% | +211.9% | -70.3% | +68.5% |
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 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