+583.6%
JPM vs MCD
+178.5%
+405.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -0.4% | -2.0% | +1.6% | +0.7% |
| 30D | -1.1% | -6.1% | +5.0% | +2.3% |
| 3M | +14.1% | -7.3% | +21.4% | +18.4% |
| 6M | +23.3% | -20.9% | +44.2% | +39.7% |
| YTD | +11.3% | -14.7% | +25.9% | +20.3% |
| 1Y | +23.0% | -16.1% | +39.1% | +33.9% |
| 3Y | +162.6% | -1.5% | +164.1% | +152.4% |
| 5Y | +152.8% | +20.4% | +132.3% | +111.4% |
| 10Y | +583.6% | +180.0% | +403.6% | +297.2% |
| All | +583.6% | +178.5% | +405.2% | +297.2% |
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