+83.0%
IBM vs MCD
+10.5%
+72.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.4% |
| 3M | +4.8% | +0.9% | +3.9% | +4.2% |
| 6M | +12.6% | +1.5% | +11.1% | +11.9% |
| YTD | -13.9% | -8.3% | -5.6% | -12.7% |
| 1Y | -18.7% | -8.1% | -10.6% | -17.6% |
| All | +83.0% | +10.5% | +72.6% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling