+1,030.9%
MCD vs A
+546.2%
+484.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.8% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | +19.8% | +3.4% | +16.4% | +19.2% |
| 3M | +0.8% | +23.8% | -23.0% | -2.4% |
| 6M | -1.3% | +49.0% | -50.3% | -7.2% |
| YTD | -7.8% | +29.4% | -37.1% | -11.7% |
| 1Y | -5.0% | +19.4% | -24.3% | -8.0% |
| 3Y | +10.5% | +66.2% | -55.6% | +0.8% |
| 5Y | +22.0% | +15.8% | +6.2% | +16.0% |
| 10Y | +216.7% | +326.1% | -109.4% | +151.2% |
| All | +1,030.9% | +546.2% | +484.7% | +657.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling