+4,234.4%
MCD vs ALL
+3,771.7%
+462.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +8.0% | +4.2% | +3.8% | +7.0% |
| 30D | +19.6% | +18.9% | +0.7% | +14.8% |
| 3M | +2.2% | +1.2% | +1.0% | +1.8% |
| 6M | -1.1% | +23.2% | -24.4% | -6.2% |
| YTD | -7.2% | +30.0% | -37.2% | -13.3% |
| 1Y | -6.7% | +39.6% | -46.3% | -14.3% |
| 3Y | +11.6% | +115.2% | -103.7% | -8.6% |
| 5Y | +22.6% | +156.2% | -133.6% | -5.2% |
| 10Y | +218.4% | +398.0% | -179.6% | +110.1% |
| All | +4,234.4% | +3,771.7% | +462.7% | +1,674.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling