+211.3%
MCD vs ALL
+367.3%
-156.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +5.9% | -3.9% | +9.8% | +7.4% |
| 30D | +19.6% | +10.6% | +9.0% | +15.6% |
| 3M | +3.3% | -4.6% | +7.8% | +4.7% |
| 6M | +3.5% | +20.2% | -16.7% | -3.3% |
| YTD | -6.1% | +23.7% | -29.8% | -13.5% |
| 1Y | -3.7% | +27.9% | -31.6% | -12.3% |
| 3Y | +13.4% | +109.2% | -95.8% | -15.6% |
| 5Y | +25.2% | +148.0% | -122.8% | -16.3% |
| 10Y | +211.3% | +363.8% | -152.5% | +68.8% |
| All | +211.3% | +367.3% | -156.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling