+21.6%
MCD vs GE
+430.3%
-408.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.8% | -1.6% | -1.2% | -2.6% |
| 30D | -6.0% | -11.6% | +5.5% | -4.7% |
| 3M | -5.6% | +3.0% | -8.6% | -6.1% |
| 6M | -21.9% | -0.5% | -21.3% | -22.1% |
| YTD | -14.7% | +9.7% | -24.4% | -16.2% |
| 1Y | -17.3% | +20.0% | -37.3% | -19.8% |
| 3Y | -2.2% | +275.8% | -278.0% | -24.3% |
| All | +21.6% | +430.3% | -408.7% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling