+211.7%
MCD vs GD
+190.6%
+21.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +7.1% | -5.0% | +12.1% | +9.1% |
| 30D | +19.8% | +8.9% | +10.8% | +15.9% |
| 3M | +0.8% | -8.0% | +8.9% | +3.8% |
| 6M | -1.3% | +2.9% | -4.2% | -2.7% |
| YTD | -7.8% | +7.1% | -14.8% | -10.9% |
| 1Y | -5.0% | +5.9% | -10.9% | -7.9% |
| 3Y | +10.5% | +53.9% | -43.3% | -9.2% |
| 5Y | +22.0% | +95.4% | -73.4% | -11.2% |
| All | +211.7% | +190.6% | +21.1% | +95.4% |
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