+138.2%
IBM vs MCD
+21.9%
+116.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -5.0% | +7.1% | -12.1% | -7.5% |
| 30D | +11.1% | +19.8% | -8.7% | +3.6% |
| 3M | +5.7% | +0.8% | +4.9% | +5.1% |
| 6M | +10.1% | -1.3% | +11.4% | +10.4% |
| YTD | -15.6% | -7.8% | -7.9% | -13.8% |
| 1Y | -19.5% | -5.0% | -14.6% | -18.8% |
| 3Y | +80.4% | +10.5% | +69.8% | +70.2% |
| All | +138.2% | +21.9% | +116.3% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling