+16.1%
JPM vs MCD
-3.6%
+19.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.4% | +3.2% |
| 7D | +3.8% | +11.9% | -8.1% | +2.4% |
| 30D | +6.5% | +20.2% | -13.8% | +4.5% |
| 3M | -1.0% | +5.2% | -6.2% | -2.1% |
| 6M | +15.5% | 0.0% | +15.5% | +15.0% |
| YTD | +11.4% | -6.5% | +17.9% | +11.1% |
| 1Y | +16.1% | -3.9% | +20.0% | +14.8% |
| All | +16.1% | -3.6% | +19.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling