+22.7%
MCD vs GAP
+5.0%
+17.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | +7.1% | -3.8% | +10.9% | +7.4% |
| 30D | +19.8% | -9.0% | +28.8% | +20.4% |
| 3M | +0.8% | +5.5% | -4.6% | +0.4% |
| 6M | -1.3% | -11.1% | +9.8% | -1.0% |
| YTD | -7.8% | -13.6% | +5.8% | -7.5% |
| 1Y | -5.0% | -2.9% | -2.1% | -5.3% |
| 3Y | +10.5% | +69.6% | -59.1% | +4.5% |
| All | +22.7% | +5.0% | +17.7% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling