+211.7%
MCD vs ALL
+370.9%
-159.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +1.0% |
| 7D | +7.1% | -1.9% | +9.1% | +7.9% |
| 30D | +19.8% | +13.8% | +6.0% | +14.7% |
| 3M | +0.8% | -7.0% | +7.8% | +3.1% |
| 6M | -1.3% | +18.0% | -19.3% | -7.2% |
| YTD | -7.8% | +24.2% | -31.9% | -15.1% |
| 1Y | -5.0% | +31.2% | -36.1% | -14.2% |
| 3Y | +10.5% | +107.5% | -97.0% | -17.5% |
| 5Y | +22.0% | +144.8% | -122.8% | -17.9% |
| All | +211.7% | +370.9% | -159.2% | +67.0% |
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