+506.0%
JPM vs MCD
+219.3%
+286.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.3% |
| 7D | +0.4% | +5.9% | -5.5% | -2.7% |
| 30D | +2.7% | +19.6% | -16.9% | -6.9% |
| 3M | -3.8% | +3.3% | -7.1% | -5.8% |
| 6M | +14.3% | +3.5% | +10.8% | +11.3% |
| YTD | +8.2% | -6.1% | +14.3% | +10.8% |
| 1Y | +11.0% | -3.7% | +14.6% | +11.8% |
| 3Y | +152.7% | +13.4% | +139.3% | +123.4% |
| 5Y | +130.8% | +25.2% | +105.7% | +89.9% |
| 10Y | +506.0% | +211.3% | +294.7% | +257.7% |
| All | +506.0% | +219.3% | +286.7% | +257.7% |
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