+20.8%
MCD vs ALL
+161.6%
-140.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +5.0% | -6.7% | -2.7% |
| 30D | +14.1% | +13.3% | +0.8% | +11.0% |
| 3M | +0.6% | +3.2% | -2.6% | -0.2% |
| 6M | 0.0% | +25.3% | -25.3% | -5.0% |
| YTD | -9.3% | +30.5% | -39.7% | -14.7% |
| 1Y | -9.3% | +29.2% | -38.5% | -14.6% |
| 3Y | +8.6% | +119.1% | -110.5% | -9.2% |
| All | +20.8% | +161.6% | -140.8% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling