+139.9%
IBM vs MCD
+211.9%
-72.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -2.2% | +7.3% | -9.5% | -5.4% |
| 30D | +7.7% | +20.0% | -12.3% | -1.3% |
| 3M | +3.5% | +3.8% | -0.3% | +1.3% |
| 6M | +7.2% | +3.8% | +3.4% | +5.2% |
| YTD | -15.8% | -5.9% | -9.9% | -14.0% |
| 1Y | -19.3% | -3.2% | -16.1% | -18.7% |
| 3Y | +78.0% | +13.3% | +64.7% | +63.7% |
| 5Y | +143.0% | +25.2% | +117.8% | +110.4% |
| 10Y | +139.9% | +213.3% | -73.4% | +67.3% |
| All | +139.9% | +211.9% | -72.0% | +67.3% |
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