+22.6%
MCD vs GEN
+31.4%
-8.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | +16.0% | +24.7% | -8.7% | +12.5% |
| 3M | 0.0% | +4.1% | -4.2% | -1.0% |
| 6M | +0.9% | +36.0% | -35.1% | -3.7% |
| YTD | -8.7% | +10.9% | -19.6% | -10.5% |
| 1Y | -8.6% | +12.2% | -20.7% | -10.5% |
| 3Y | +9.9% | +63.3% | -53.5% | +1.1% |
| 5Y | +22.6% | +29.0% | -6.4% | +14.0% |
| All | +22.6% | +31.4% | -8.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling