+22.6%
MCD vs GD
+97.4%
-74.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.2% |
| 7D | +8.0% | -3.9% | +11.9% | +9.1% |
| 30D | +19.6% | +8.1% | +11.5% | +17.1% |
| 3M | +2.2% | -6.8% | +9.0% | +3.9% |
| 6M | -1.1% | +3.0% | -4.1% | -2.1% |
| YTD | -7.2% | +7.8% | -15.0% | -9.5% |
| 1Y | -6.7% | +5.8% | -12.5% | -8.6% |
| 3Y | +11.6% | +55.3% | -43.7% | -3.8% |
| 5Y | +22.6% | +96.7% | -74.0% | -5.9% |
| All | +22.6% | +97.4% | -74.8% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling