-3.5%
MCD vs GEN
+17.6%
-21.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +19.6% | +28.2% | -8.5% | +16.8% |
| 3M | +3.3% | +2.6% | +0.7% | +2.5% |
| 6M | +3.5% | +32.7% | -29.2% | +1.0% |
| YTD | -6.1% | +11.3% | -17.4% | -1.8% |
| All | -3.5% | +17.6% | -21.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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