+193.4%
MCD vs CAPR
-65.7%
+259.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.5% |
| 7D | -1.6% | +5.9% | -7.5% | -1.7% |
| 30D | +14.1% | +44.6% | -30.5% | +13.7% |
| 3M | +0.6% | +126.4% | -125.8% | -0.3% |
| 6M | 0.0% | -68.6% | +68.6% | +0.3% |
| YTD | -9.3% | -67.0% | +57.7% | -9.1% |
| 1Y | -9.3% | +65.2% | -74.5% | -12.3% |
| 3Y | +8.6% | +235.6% | -226.9% | +2.7% |
| 5Y | +21.9% | +175.4% | -153.5% | +14.7% |
| All | +193.4% | -65.7% | +259.2% | +166.7% |
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