+11,186.3%
JPM vs MCD
+6,068.3%
+5,117.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +0.3% | -2.8% | +3.1% | +1.7% |
| 30D | -0.2% | -6.0% | +5.9% | +2.9% |
| 3M | +15.9% | -5.6% | +21.5% | +18.6% |
| 6M | +20.9% | -21.9% | +42.8% | +35.8% |
| YTD | +12.9% | -14.7% | +27.6% | +21.1% |
| 1Y | +20.3% | -17.3% | +37.6% | +30.7% |
| 3Y | +160.9% | -2.2% | +163.1% | +155.5% |
| 5Y | +154.8% | +20.3% | +134.5% | +124.4% |
| 10Y | +591.1% | +180.7% | +410.4% | +297.8% |
| All | +11,186.3% | +6,068.3% | +5,117.9% | +1,223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling