+211.7%
MCD vs CAPR
-68.5%
+280.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.6% |
| 7D | +7.1% | +41.1% | -33.9% | +6.8% |
| 30D | +19.8% | +11.1% | +8.7% | +19.6% |
| 3M | +0.8% | +115.3% | -114.5% | -0.1% |
| 6M | -1.3% | -73.8% | +72.5% | -0.8% |
| YTD | -7.8% | -68.8% | +61.1% | -7.5% |
| 1Y | -5.0% | +43.3% | -48.3% | -8.0% |
| 3Y | +10.5% | +214.7% | -204.1% | +4.5% |
| 5Y | +22.0% | +141.3% | -119.3% | +14.8% |
| All | +211.7% | -68.5% | +280.2% | +181.5% |
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