-18.7%
IBM vs MCD
-6.3%
-12.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.4% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | +10.1% | +16.6% | -6.5% | +3.5% |
| 3M | +4.8% | +0.9% | +3.9% | +4.2% |
| 6M | +12.6% | +1.5% | +11.1% | +12.1% |
| YTD | -13.9% | -8.3% | -5.6% | -16.9% |
| 1Y | -18.7% | -8.1% | -10.6% | -21.7% |
| All | -18.7% | -6.3% | -12.4% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling