+178.1%
MCD vs ALL
+368.3%
-190.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -2.8% | 0.0% | -2.9% | -2.8% |
| 30D | -6.0% | -1.5% | -4.5% | -5.6% |
| 3M | -5.6% | +23.6% | -29.2% | -12.5% |
| 6M | -21.9% | +22.3% | -44.2% | -27.4% |
| YTD | -14.7% | +26.5% | -41.2% | -21.9% |
| 1Y | -17.3% | +27.0% | -44.3% | -24.5% |
| 3Y | -2.2% | +149.6% | -151.7% | -32.0% |
| 5Y | +20.3% | +118.1% | -97.8% | -14.4% |
| All | +178.1% | +368.3% | -190.2% | +45.1% |
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