+17.6%
MCD vs GDDY
+29.8%
-12.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | -7.8% | +6.8% | -14.6% | -8.5% |
| 3M | -10.7% | +30.5% | -41.2% | -13.7% |
| 6M | -21.3% | +13.3% | -34.6% | -23.0% |
| YTD | -15.8% | -21.0% | +5.2% | -14.1% |
| 1Y | -16.0% | -34.0% | +18.0% | -12.4% |
| 3Y | -3.0% | +33.1% | -36.0% | -9.3% |
| All | +17.6% | +29.8% | -12.1% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling