+490.8%
LITE vs MCD
+21.9%
+468.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.6% |
| 7D | -35.9% | +7.1% | -43.1% | -35.1% |
| 30D | -51.5% | +19.8% | -71.3% | -50.4% |
| 3M | -35.7% | +0.8% | -36.5% | -34.8% |
| 6M | -43.0% | -1.3% | -41.7% | -41.9% |
| YTD | +46.1% | -7.8% | +53.9% | +49.8% |
| 1Y | +124.7% | -5.0% | +129.7% | +128.7% |
| 3Y | +1,172.1% | +10.5% | +1,161.5% | +1,080.1% |
| All | +490.8% | +21.9% | +468.9% | +405.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling