+6,563.2%
MCD vs GD
+20,595.6%
-14,032.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +7.2% |
| 7D | +11.9% | +3.0% | +8.9% | +11.0% |
| 30D | +20.2% | +10.5% | +9.7% | +17.2% |
| 3M | +5.2% | -5.0% | +10.1% | +6.4% |
| 6M | 0.0% | +5.5% | -5.5% | -1.5% |
| YTD | -6.5% | +10.3% | -16.9% | -9.3% |
| 1Y | -3.9% | +8.2% | -12.1% | -6.4% |
| 3Y | +12.5% | +59.0% | -46.6% | -1.5% |
| 5Y | +24.2% | +104.3% | -80.0% | +1.4% |
| 10Y | +220.9% | +202.4% | +18.5% | +134.0% |
| All | +6,563.2% | +20,595.6% | -14,032.4% | +2,917.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling