+247.0%
MCD vs GDDY
+368.0%
-121.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.9% | -8.1% | +5.3% | -1.6% |
| 30D | -6.7% | +2.3% | -9.0% | -7.3% |
| 3M | -9.6% | +14.7% | -24.3% | -12.5% |
| 6M | -22.3% | +2.1% | -24.4% | -23.6% |
| YTD | -15.4% | -24.6% | +9.1% | -12.7% |
| 1Y | -16.8% | -37.1% | +20.3% | -11.3% |
| 3Y | -2.4% | +25.5% | -27.9% | -10.4% |
| 5Y | +19.4% | +24.2% | -4.9% | +7.7% |
| 10Y | +181.3% | +191.6% | -10.3% | +120.9% |
| All | +247.0% | +368.0% | -121.0% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling