+10,478.8%
JPM vs MCD
+6,570.9%
+3,907.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.8% | +7.1% | -7.9% | -4.1% |
| 30D | +1.5% | +19.8% | -18.3% | -7.3% |
| 3M | -5.7% | +0.8% | -6.5% | -6.3% |
| 6M | +7.2% | -1.3% | +8.5% | +7.1% |
| YTD | +5.8% | -7.8% | +13.6% | +8.9% |
| 1Y | +8.8% | -5.0% | +13.7% | +10.2% |
| 3Y | +147.4% | +10.5% | +136.9% | +127.7% |
| 5Y | +125.3% | +22.0% | +103.4% | +96.9% |
| 10Y | +540.5% | +216.7% | +323.9% | +247.0% |
| All | +10,478.8% | +6,570.9% | +3,907.9% | +1,090.2% |
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 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