+176.9%
MCD vs GDDY
+207.2%
-30.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | -7.8% | +6.8% | -14.6% | -9.2% |
| 3M | -10.7% | +30.5% | -41.2% | -16.3% |
| 6M | -21.3% | +13.3% | -34.6% | -24.5% |
| YTD | -15.8% | -21.0% | +5.2% | -13.2% |
| 1Y | -16.0% | -34.0% | +18.0% | -10.1% |
| 3Y | -3.0% | +33.1% | -36.0% | -14.2% |
| 5Y | +18.6% | +30.3% | -11.7% | +2.6% |
| All | +176.9% | +207.2% | -30.3% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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