+213.3%
MCD vs ALL
+372.0%
-158.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.7% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | +20.0% | +13.8% | +6.1% | +14.8% |
| 3M | +3.8% | -2.8% | +6.6% | +4.6% |
| 6M | +3.8% | +23.7% | -19.9% | -4.0% |
| YTD | -5.9% | +27.3% | -33.1% | -14.1% |
| 1Y | -3.2% | +30.5% | -33.8% | -12.5% |
| 3Y | +13.3% | +113.0% | -99.7% | -16.2% |
| 5Y | +25.2% | +157.6% | -132.3% | -17.5% |
| 10Y | +213.3% | +368.4% | -155.0% | +66.4% |
| All | +213.3% | +372.0% | -158.6% | +66.4% |
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