+180.0%
MCD vs GAP
+34.2%
+145.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -2.0% | +1.7% | -3.8% | -2.2% |
| 30D | -6.1% | +9.3% | -15.5% | -7.1% |
| 3M | -7.3% | +6.1% | -13.3% | -8.0% |
| 6M | -20.9% | -2.3% | -18.7% | -21.2% |
| YTD | -14.7% | -10.6% | -4.1% | -14.4% |
| 1Y | -16.1% | -4.4% | -11.7% | -16.7% |
| 3Y | -1.5% | +118.3% | -119.8% | -15.2% |
| 5Y | +20.4% | +12.2% | +8.2% | +9.5% |
| 10Y | +180.0% | +33.7% | +146.3% | +102.9% |
| All | +180.0% | +34.2% | +145.8% | +102.9% |
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