+5,979.9%
MCD vs GEN
+8,838.9%
-2,858.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | -2.8% | -1.2% | -1.6% | -2.7% |
| 30D | -6.0% | +10.1% | -16.2% | -6.8% |
| 3M | -5.6% | +16.1% | -21.7% | -6.8% |
| 6M | -21.9% | +38.9% | -60.7% | -24.2% |
| YTD | -14.7% | +14.4% | -29.1% | -16.0% |
| 1Y | -17.3% | +5.9% | -23.1% | -18.0% |
| 3Y | -2.2% | +58.8% | -60.9% | -6.8% |
| 5Y | +20.3% | +24.7% | -4.4% | +16.1% |
| 10Y | +180.7% | +163.1% | +17.6% | +150.1% |
| All | +5,979.9% | +8,838.9% | -2,858.9% | +2,955.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling