+82.2%
IBM vs MCD
+9.3%
+72.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | +9.2% | +14.1% | -4.9% | +4.3% |
| 3M | +4.9% | +0.6% | +4.3% | +4.4% |
| 6M | +16.8% | 0.0% | +16.7% | +16.6% |
| YTD | -14.3% | -9.3% | -5.0% | -12.8% |
| 1Y | -16.7% | -9.3% | -7.4% | -15.3% |
| 3Y | +82.2% | +8.6% | +73.6% | +78.9% |
| All | +82.2% | +9.3% | +72.9% | +78.9% |
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