+213.4%
MCD vs GD
+192.5%
+20.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +0.1% |
| 7D | +8.0% | -3.9% | +11.9% | +9.5% |
| 30D | +19.6% | +8.1% | +11.5% | +16.1% |
| 3M | +2.2% | -6.8% | +9.0% | +4.7% |
| 6M | -1.1% | +3.0% | -4.1% | -2.5% |
| YTD | -7.2% | +7.8% | -15.0% | -10.6% |
| 1Y | -6.7% | +5.8% | -12.5% | -9.5% |
| 3Y | +11.6% | +55.3% | -43.7% | -8.7% |
| 5Y | +22.6% | +96.7% | -74.0% | -10.9% |
| All | +213.4% | +192.5% | +20.9% | +96.0% |
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