+211.3%
MCD vs GAP
+20.3%
+190.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.4% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +19.6% | -4.3% | +23.9% | +20.2% |
| 3M | +3.3% | +9.4% | -6.1% | +2.1% |
| 6M | +3.5% | -3.3% | +6.8% | +3.3% |
| YTD | -6.1% | -10.5% | +4.4% | -5.9% |
| 1Y | -3.7% | -2.4% | -1.3% | -4.5% |
| 3Y | +13.4% | +80.1% | -66.7% | +0.1% |
| 5Y | +25.2% | +6.5% | +18.7% | +14.8% |
| 10Y | +211.3% | +14.6% | +196.7% | +125.7% |
| All | +211.3% | +20.3% | +190.9% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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