+1,563.7%
LITE vs MCD
-2.2%
+1,565.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +3.4% |
| 7D | -1.5% | -2.8% | +1.3% | -2.6% |
| 30D | +6.7% | -6.0% | +12.7% | +4.5% |
| 3M | -6.8% | -5.6% | -1.2% | -7.8% |
| 6M | +29.4% | -21.9% | +51.3% | +24.6% |
| YTD | +139.1% | -14.7% | +153.8% | +132.7% |
| 1Y | +521.0% | -17.3% | +538.3% | +503.4% |
| All | +1,563.7% | -2.2% | +1,565.9% | +1,378.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling