+5,979.9%
MCD vs B
+803.7%
+5,176.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -2.8% | -1.6% | -1.2% | -2.8% |
| 30D | -6.0% | +9.4% | -15.5% | -6.2% |
| 3M | -5.6% | +5.0% | -10.6% | -5.8% |
| 6M | -21.9% | -3.5% | -18.3% | -21.9% |
| YTD | -14.7% | +4.5% | -19.2% | -15.0% |
| 1Y | -17.3% | +67.8% | -85.0% | -18.5% |
| 3Y | -2.2% | +196.7% | -198.9% | -5.1% |
| 5Y | +20.3% | +151.9% | -131.6% | +16.8% |
| 10Y | +180.7% | +202.2% | -21.5% | +171.1% |
| All | +5,979.9% | +803.7% | +5,176.2% | +7,033.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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