+25.2%
MCD vs ALL
+157.6%
-132.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | +20.0% | +13.8% | +6.1% | +16.6% |
| 3M | +3.8% | -2.8% | +6.6% | +4.3% |
| 6M | +3.8% | +23.7% | -19.9% | -1.1% |
| YTD | -5.9% | +27.3% | -33.1% | -11.0% |
| 1Y | -3.2% | +30.5% | -33.8% | -9.0% |
| 3Y | +13.3% | +113.0% | -99.7% | -4.7% |
| 5Y | +25.2% | +157.6% | -132.3% | -0.1% |
| All | +25.2% | +157.6% | -132.4% | -0.1% |
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 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