-1.5%
MCD vs A
+26.9%
-28.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.8% | -1.9% | -0.9% | -2.7% |
| 30D | -6.0% | +6.9% | -12.9% | -6.5% |
| 3M | -5.6% | +9.2% | -14.8% | -6.2% |
| 6M | -21.9% | +25.7% | -47.5% | -23.4% |
| YTD | -14.7% | +11.5% | -26.2% | -15.5% |
| 1Y | -17.3% | +18.4% | -35.6% | -18.6% |
| All | -1.5% | +26.9% | -28.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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