+232.7%
LITE vs MCD
-3.6%
+236.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.5% | -14.4% | -0.7% |
| 7D | -31.4% | +11.9% | -43.3% | -21.9% |
| 30D | -42.6% | +20.2% | -62.8% | -29.6% |
| 3M | -26.2% | +5.2% | -31.4% | -18.8% |
| 6M | -35.8% | 0.0% | -35.8% | -29.2% |
| YTD | +70.0% | -6.5% | +76.6% | +84.2% |
| 1Y | +232.7% | -3.9% | +236.7% | +260.0% |
| All | +232.7% | -3.6% | +236.4% | +260.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling