+211.3%
MCD vs CAPR
-64.9%
+276.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.7% | +1.7% |
| 7D | +5.9% | +36.0% | -30.1% | +5.7% |
| 30D | +19.6% | +25.8% | -6.2% | +19.4% |
| 3M | +3.3% | +140.8% | -137.6% | +2.3% |
| 6M | +3.5% | -67.6% | +71.1% | +3.8% |
| YTD | -6.1% | -65.9% | +59.8% | -6.0% |
| 1Y | -3.7% | +66.1% | -69.8% | -6.9% |
| 3Y | +13.4% | +256.9% | -243.5% | +7.0% |
| 5Y | +25.2% | +172.1% | -146.9% | +17.7% |
| 10Y | +211.3% | -64.7% | +275.9% | +183.1% |
| All | +211.3% | -64.9% | +276.2% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling