-5.0%
MCD vs GE
+7.0%
-11.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.8% |
| 7D | +7.1% | +7.1% | 0.0% | +6.6% |
| 30D | +19.8% | +6.5% | +13.3% | +19.1% |
| 3M | +0.8% | -13.6% | +14.4% | +1.5% |
| 6M | -1.3% | +6.0% | -7.3% | -2.2% |
| YTD | -7.8% | +5.4% | -13.1% | -8.7% |
| 1Y | -5.0% | +6.5% | -11.4% | -6.3% |
| All | -5.0% | +7.0% | -11.9% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling