+124.7%
LITE vs MCD
-6.8%
+131.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.0% |
| 7D | -35.9% | +7.1% | -43.1% | -29.4% |
| 30D | -51.5% | +19.8% | -71.3% | -39.3% |
| 3M | -35.7% | +0.8% | -36.5% | -32.2% |
| 6M | -43.0% | -1.3% | -41.7% | -38.4% |
| YTD | +46.1% | -7.8% | +53.9% | +54.9% |
| 1Y | +124.7% | -5.0% | +129.7% | +152.8% |
| All | +124.7% | -6.8% | +131.5% | +152.8% |
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