+21.6%
MCD vs GAP
+9.0%
+12.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.8% | -4.5% | +1.6% | -2.6% |
| 30D | -6.0% | +9.0% | -15.1% | -6.5% |
| 3M | -5.6% | +5.0% | -10.6% | -5.9% |
| 6M | -21.9% | -17.8% | -4.0% | -21.3% |
| YTD | -14.7% | -10.4% | -4.3% | -14.6% |
| 1Y | -17.3% | -3.4% | -13.9% | -17.6% |
| 3Y | -2.2% | +111.5% | -113.6% | -9.1% |
| All | +21.6% | +9.0% | +12.7% | +15.1% |
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