+3,586.8%
LITE vs MCD
+274.7%
+3,312.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.5% | -14.4% | -9.5% |
| 7D | -31.4% | +11.9% | -43.3% | -33.7% |
| 30D | -42.6% | +20.2% | -62.8% | -45.8% |
| 3M | -26.2% | +5.2% | -31.4% | -27.7% |
| 6M | -35.8% | 0.0% | -35.8% | -36.6% |
| YTD | +70.0% | -6.5% | +76.6% | +71.4% |
| 1Y | +232.7% | -3.9% | +236.7% | +231.1% |
| 3Y | +1,365.7% | +12.5% | +1,353.3% | +1,214.9% |
| 5Y | +609.5% | +24.2% | +585.3% | +501.9% |
| 10Y | +1,721.9% | +220.9% | +1,501.0% | +1,095.0% |
| All | +3,586.8% | +274.7% | +3,312.1% | +2,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling