+119.0%
LITE vs MCD
-4.8%
+123.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.8% | -17.9% | -19.6% |
| 7D | -44.6% | +8.0% | -52.6% | -38.4% |
| 30D | -55.0% | +19.6% | -74.6% | -43.8% |
| 3M | -38.3% | +2.2% | -40.5% | -34.0% |
| 6M | -48.8% | -1.1% | -47.6% | -44.5% |
| YTD | +38.3% | -7.2% | +45.5% | +47.2% |
| 1Y | +119.0% | -6.7% | +125.7% | +138.8% |
| All | +119.0% | -4.8% | +123.8% | +138.8% |
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