-3.9%
MCD vs GD
+9.0%
-12.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +7.0% |
| 7D | +11.9% | +3.0% | +8.9% | +11.0% |
| 30D | +20.2% | +10.5% | +9.7% | +17.7% |
| 3M | +5.2% | -5.0% | +10.1% | +5.8% |
| 6M | 0.0% | +5.5% | -5.5% | -1.1% |
| YTD | -6.5% | +10.3% | -16.9% | -7.9% |
| 1Y | -3.9% | +8.2% | -12.1% | -4.3% |
| All | -3.9% | +9.0% | -12.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling