+40.2%
MCD vs COMP
-56.6%
+96.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.4% | -0.6% |
| 7D | +8.0% | -1.8% | +9.8% | +8.1% |
| 30D | +19.6% | -0.8% | +20.4% | +19.6% |
| 3M | +2.2% | -28.1% | +30.3% | +2.8% |
| 6M | -1.1% | +27.0% | -28.1% | -1.8% |
| YTD | -7.2% | -12.8% | +5.5% | -7.4% |
| 1Y | -6.7% | +4.9% | -11.6% | -7.2% |
| 3Y | +11.6% | +321.0% | -309.4% | +6.7% |
| 5Y | +22.6% | -25.6% | +48.2% | +20.2% |
| All | +40.2% | -56.6% | +96.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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