+22.6%
MCD vs A
+12.3%
+10.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +16.0% | +0.8% | +15.2% | +15.9% |
| 3M | 0.0% | +16.9% | -16.9% | -2.1% |
| 6M | +0.9% | +53.8% | -52.8% | -5.0% |
| YTD | -8.7% | +28.1% | -36.8% | -12.0% |
| 1Y | -8.6% | +15.0% | -23.6% | -10.4% |
| 3Y | +9.9% | +63.1% | -53.2% | -0.6% |
| 5Y | +22.6% | +11.5% | +11.2% | +15.5% |
| All | +22.6% | +12.3% | +10.4% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling