+17.7%
INTC vs MCD
+21.9%
-4.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.3% | +7.7% |
| 7D | -14.4% | +7.1% | -21.5% | -14.7% |
| 30D | -50.2% | +19.8% | -70.0% | -50.9% |
| 3M | -43.6% | +0.8% | -44.4% | -43.3% |
| 6M | -50.2% | -1.3% | -48.9% | -49.8% |
| YTD | +52.5% | -7.8% | +60.3% | +55.9% |
| 1Y | +51.1% | -5.0% | +56.1% | +52.1% |
| 3Y | +50.3% | +10.5% | +39.7% | +36.3% |
| All | +17.7% | +21.9% | -4.2% | -3.0% |
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 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