+177.3%
MCD vs GD
+190.3%
-13.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | -2.8% | -5.3% | +2.4% | -0.9% |
| 30D | -6.0% | -6.4% | +0.4% | -3.7% |
| 3M | -5.6% | +5.7% | -11.3% | -7.6% |
| 6M | -21.9% | -0.9% | -20.9% | -21.8% |
| YTD | -14.7% | +8.2% | -22.9% | -17.8% |
| 1Y | -17.3% | +13.4% | -30.7% | -21.9% |
| 3Y | -2.2% | +68.5% | -70.6% | -22.7% |
| 5Y | +20.3% | +97.2% | -76.9% | -12.6% |
| All | +177.3% | +190.3% | -13.0% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling