+205.9%
MCD vs GAP
+7.3%
+198.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.4% |
| 7D | -1.9% | -9.3% | +7.4% | -0.9% |
| 30D | +16.6% | -5.5% | +22.1% | +17.3% |
| 3M | +0.9% | +3.5% | -2.5% | +0.4% |
| 6M | +1.5% | +0.7% | +0.8% | +0.9% |
| YTD | -8.3% | -13.4% | +5.0% | -7.8% |
| 1Y | -8.1% | -7.7% | -0.5% | -8.3% |
| 3Y | +10.3% | +74.4% | -64.1% | -2.3% |
| 5Y | +23.4% | +5.3% | +18.1% | +13.2% |
| 10Y | +205.9% | +4.7% | +201.3% | +123.4% |
| All | +205.9% | +7.3% | +198.6% | +123.4% |
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