+2,544.4%
IBM vs MCD
+6,607.5%
-4,063.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | -4.3% | +8.0% | -12.4% | -6.9% |
| 30D | +11.7% | +19.6% | -7.9% | +5.0% |
| 3M | +5.5% | +2.2% | +3.3% | +4.5% |
| 6M | +9.5% | -1.1% | +10.6% | +9.8% |
| YTD | -14.9% | -7.2% | -7.6% | -13.0% |
| 1Y | -17.4% | -6.7% | -10.7% | -15.8% |
| 3Y | +83.3% | +11.6% | +71.7% | +74.6% |
| 5Y | +142.1% | +22.6% | +119.4% | +122.5% |
| 10Y | +157.2% | +218.4% | -61.2% | +73.5% |
| All | +2,544.4% | +6,607.5% | -4,063.2% | +600.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling