+13.4%
MCD vs ALL
+108.4%
-95.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +5.9% | -3.9% | +9.8% | +7.0% |
| 30D | +19.6% | +10.6% | +9.0% | +17.0% |
| 3M | +3.3% | -4.6% | +7.8% | +4.2% |
| 6M | +3.5% | +20.2% | -16.7% | -0.8% |
| YTD | -6.1% | +23.7% | -29.8% | -10.8% |
| 1Y | -3.7% | +27.9% | -31.6% | -9.2% |
| 3Y | +13.4% | +109.2% | -95.8% | -8.1% |
| All | +13.4% | +108.4% | -95.0% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling