+211.7%
MCD vs GE
+159.6%
+52.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.0% |
| 7D | +7.1% | +7.1% | 0.0% | +5.9% |
| 30D | +19.8% | +6.5% | +13.3% | +18.4% |
| 3M | +0.8% | -13.6% | +14.4% | +3.2% |
| 6M | -1.3% | +6.0% | -7.3% | -2.8% |
| YTD | -7.8% | +5.4% | -13.1% | -9.5% |
| 1Y | -5.0% | +6.5% | -11.4% | -7.0% |
| 3Y | +10.5% | +268.6% | -258.0% | -16.6% |
| 5Y | +22.0% | +389.0% | -367.1% | -14.7% |
| All | +211.7% | +159.6% | +52.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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