+12.0%
MCD vs GD
+59.0%
-47.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +7.1% |
| 7D | +11.9% | +3.0% | +8.9% | +11.0% |
| 30D | +20.2% | +10.5% | +9.7% | +17.5% |
| 3M | +5.2% | -5.0% | +10.1% | +6.1% |
| 6M | 0.0% | +5.5% | -5.5% | -1.3% |
| YTD | -6.5% | +10.3% | -16.9% | -8.8% |
| 1Y | -3.9% | +8.2% | -12.1% | -5.8% |
| All | +12.0% | +59.0% | -47.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling