+155.3%
JPM vs MCD
+20.4%
+134.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +0.3% | -2.8% | +3.1% | +1.3% |
| 30D | -0.2% | -6.0% | +5.9% | +2.0% |
| 3M | +15.9% | -5.6% | +21.5% | +17.9% |
| 6M | +20.9% | -21.9% | +42.8% | +32.4% |
| YTD | +12.9% | -14.7% | +27.6% | +19.1% |
| 1Y | +20.3% | -17.3% | +37.6% | +28.3% |
| 3Y | +160.9% | -2.2% | +163.1% | +152.0% |
| All | +155.3% | +20.4% | +134.9% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling