+193.4%
MCD vs ALL
+377.9%
-184.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +5.0% | -6.7% | -3.3% |
| 30D | +14.1% | +13.3% | +0.8% | +9.4% |
| 3M | +0.6% | +3.2% | -2.6% | -0.6% |
| 6M | 0.0% | +25.3% | -25.3% | -7.9% |
| YTD | -9.3% | +30.5% | -39.7% | -17.9% |
| 1Y | -9.3% | +29.2% | -38.5% | -17.7% |
| 3Y | +8.6% | +119.1% | -110.5% | -20.4% |
| 5Y | +21.9% | +162.6% | -140.7% | -20.1% |
| All | +193.4% | +377.9% | -184.5% | +59.6% |
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