+460.4%
JPM vs MCD
+203.9%
+256.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.8% |
| 7D | -2.5% | -1.9% | -0.5% | -1.4% |
| 30D | +2.7% | +16.6% | -13.9% | -5.6% |
| 3M | -4.7% | +0.9% | -5.6% | -5.5% |
| 6M | +15.6% | +1.5% | +14.1% | +13.7% |
| YTD | +8.6% | -8.3% | +16.9% | +12.7% |
| 1Y | +10.9% | -8.1% | +19.0% | +14.7% |
| 3Y | +149.9% | +10.3% | +139.6% | +124.4% |
| 5Y | +131.9% | +23.4% | +108.5% | +92.1% |
| All | +460.4% | +203.9% | +256.5% | +274.6% |
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