+8.6%
MCD vs GAP
+70.6%
-62.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +14.1% | -7.1% | +21.2% | +14.5% |
| 3M | +0.6% | +4.1% | -3.5% | +0.4% |
| 6M | 0.0% | +1.9% | -1.9% | -0.2% |
| YTD | -9.3% | -15.2% | +5.9% | -9.0% |
| 1Y | -9.3% | -10.6% | +1.3% | -9.2% |
| 3Y | +8.6% | +74.6% | -66.0% | +8.5% |
| All | +8.6% | +70.6% | -62.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling