+80.4%
IBM vs MCD
+10.9%
+69.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -5.0% | +7.1% | -12.1% | -7.2% |
| 30D | +11.1% | +19.8% | -8.7% | +4.5% |
| 3M | +5.7% | +0.8% | +4.9% | +5.2% |
| 6M | +10.1% | -1.3% | +11.4% | +10.2% |
| YTD | -15.6% | -7.8% | -7.9% | -14.5% |
| 1Y | -19.5% | -5.0% | -14.6% | -19.3% |
| 3Y | +80.4% | +10.5% | +69.8% | +75.0% |
| All | +80.4% | +10.9% | +69.5% | +75.0% |
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