+29.0%
MCD vs COMP
-47.7%
+76.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.5% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | -6.0% | -13.3% | +7.3% | -5.8% |
| 3M | -5.6% | +41.1% | -46.7% | -6.3% |
| 6M | -21.9% | +17.2% | -39.0% | -22.3% |
| YTD | -14.7% | +5.2% | -19.9% | -15.1% |
| 1Y | -17.3% | +18.9% | -36.2% | -18.0% |
| 3Y | -2.2% | +215.9% | -218.1% | -6.0% |
| 5Y | +20.3% | -31.2% | +51.5% | +17.8% |
| All | +29.0% | -47.7% | +76.6% | +24.3% |
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