+945.7%
MCD vs A
+457.0%
+488.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -6.0% | +6.9% | -12.9% | -7.0% |
| 3M | -5.6% | +9.2% | -14.8% | -6.9% |
| 6M | -21.9% | +25.7% | -47.5% | -24.7% |
| YTD | -14.7% | +11.5% | -26.2% | -16.5% |
| 1Y | -17.3% | +18.4% | -35.6% | -19.9% |
| 3Y | -2.2% | +26.6% | -28.8% | -7.2% |
| 5Y | +20.3% | -12.8% | +33.1% | +19.1% |
| 10Y | +180.7% | +247.2% | -66.5% | +129.0% |
| All | +945.7% | +457.0% | +488.7% | +615.5% |
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 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