+6,475.2%
MCD vs GAP
+2,175.1%
+4,300.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | 0.0% |
| 7D | +7.1% | -3.8% | +10.9% | +7.7% |
| 30D | +19.8% | -9.0% | +28.8% | +21.2% |
| 3M | +0.8% | +5.5% | -4.6% | -0.2% |
| 6M | -1.3% | -11.1% | +9.8% | -0.5% |
| YTD | -7.8% | -13.6% | +5.8% | -7.1% |
| 1Y | -5.0% | -2.9% | -2.1% | -5.9% |
| 3Y | +10.5% | +69.6% | -59.1% | -3.8% |
| 5Y | +22.0% | +5.4% | +16.6% | +8.8% |
| 10Y | +216.7% | +17.8% | +198.8% | +147.4% |
| All | +6,475.2% | +2,175.1% | +4,300.1% | +2,105.1% |
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 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