+109.3%
INTC vs MCD
+219.3%
-110.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.9% |
| 7D | -1.0% | +5.9% | -6.9% | -3.1% |
| 30D | -43.3% | +19.6% | -62.9% | -47.2% |
| 3M | -41.6% | +3.3% | -44.9% | -42.6% |
| 6M | -52.5% | +3.5% | -56.0% | -53.9% |
| YTD | +60.9% | -6.1% | +67.0% | +61.9% |
| 1Y | +55.7% | -3.7% | +59.4% | +54.2% |
| 3Y | +59.2% | +13.4% | +45.8% | +41.0% |
| 5Y | +25.0% | +25.2% | -0.1% | +4.2% |
| 10Y | +109.3% | +211.3% | -102.0% | +29.5% |
| All | +109.3% | +219.3% | -110.0% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling