+10.5%
MCD vs GEN
+79.4%
-68.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | +7.1% | +2.3% | +4.9% | +6.8% |
| 30D | +19.8% | +33.1% | -13.3% | +15.3% |
| 3M | +0.8% | +6.5% | -5.7% | -0.4% |
| 6M | -1.3% | +53.8% | -55.1% | -7.4% |
| YTD | -7.8% | +11.2% | -19.0% | -9.0% |
| 1Y | -5.0% | +19.4% | -24.3% | -7.4% |
| 3Y | +10.5% | +81.0% | -70.5% | +3.4% |
| All | +10.5% | +79.4% | -68.8% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling