+968.3%
MCD vs CAPR
-99.1%
+1,067.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.8% |
| 7D | +8.0% | +29.7% | -21.7% | +7.9% |
| 30D | +19.6% | +11.0% | +8.6% | +19.5% |
| 3M | +2.2% | +118.8% | -116.6% | +1.6% |
| 6M | -1.1% | -73.9% | +72.8% | -0.8% |
| YTD | -7.2% | -70.2% | +63.0% | -7.1% |
| 1Y | -6.7% | +38.3% | -45.0% | -8.6% |
| 3Y | +11.6% | +199.7% | -188.1% | +8.2% |
| 5Y | +22.6% | +130.6% | -107.9% | +18.7% |
| 10Y | +218.4% | -68.5% | +286.9% | +203.5% |
| All | +968.3% | -99.1% | +1,067.4% | +914.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling