+144.8%
IBM vs MCD
+202.6%
-57.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.3% | -1.6% | +1.3% | +0.4% |
| 30D | +6.8% | +16.0% | -9.3% | -0.7% |
| 3M | +4.4% | 0.0% | +4.4% | +4.0% |
| 6M | +13.2% | +0.9% | +12.2% | +12.4% |
| YTD | -15.1% | -8.7% | -6.4% | -12.1% |
| 1Y | -20.2% | -8.6% | -11.6% | -17.5% |
| 3Y | +79.3% | +9.9% | +69.5% | +67.2% |
| 5Y | +147.5% | +22.6% | +124.8% | +115.9% |
| All | +144.8% | +202.6% | -57.8% | +55.8% |
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