+153.1%
JPM vs MCD
+9.3%
+143.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +3.5% | -1.6% | +5.1% | +3.8% |
| 30D | +3.3% | +14.1% | -10.9% | +1.4% |
| 3M | -4.2% | +0.6% | -4.8% | -4.4% |
| 6M | +16.4% | 0.0% | +16.4% | +16.2% |
| YTD | +9.5% | -9.3% | +18.8% | +10.7% |
| 1Y | +14.0% | -9.3% | +23.3% | +15.2% |
| 3Y | +153.1% | +8.6% | +144.5% | +149.5% |
| All | +153.1% | +9.3% | +143.7% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling