+23.4%
MCD vs ASX
+538.6%
-515.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -2.7% |
| 7D | -1.9% | +0.8% | -2.8% | -2.0% |
| 30D | +16.6% | -20.4% | +37.0% | +16.9% |
| 3M | +0.9% | -2.1% | +3.1% | +0.8% |
| 6M | +1.5% | +8.2% | -6.7% | +0.6% |
| YTD | -8.3% | +137.3% | -145.6% | -13.1% |
| 1Y | -8.1% | +155.0% | -163.1% | -13.3% |
| 3Y | +10.3% | +397.9% | -387.6% | -3.8% |
| 5Y | +23.4% | +529.2% | -505.8% | +2.4% |
| All | +23.4% | +538.6% | -515.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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