+5,979.9%
MCD vs GAP
+2,258.2%
+3,721.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.8% | -4.5% | +1.6% | -2.3% |
| 30D | -6.0% | +9.0% | -15.1% | -7.3% |
| 3M | -5.6% | +5.0% | -10.6% | -6.4% |
| 6M | -21.9% | -17.8% | -4.0% | -20.5% |
| YTD | -14.7% | -10.4% | -4.3% | -14.4% |
| 1Y | -17.3% | -3.4% | -13.9% | -18.1% |
| 3Y | -2.2% | +111.5% | -113.6% | -17.6% |
| 5Y | +20.3% | +8.8% | +11.5% | +6.8% |
| 10Y | +180.7% | +32.9% | +147.8% | +115.1% |
| All | +5,979.9% | +2,258.2% | +3,721.7% | +1,931.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling