-3.9%
MCD vs GILD
+45.2%
-49.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.2% | +2.3% | +5.6% |
| 7D | +11.9% | +9.6% | +2.3% | +9.8% |
| 30D | +20.2% | +20.6% | -0.4% | +16.1% |
| 3M | +5.2% | +29.7% | -24.6% | +0.1% |
| 6M | 0.0% | +33.1% | -33.1% | -5.6% |
| YTD | -6.5% | +44.7% | -51.2% | -13.0% |
| 1Y | -3.9% | +45.4% | -49.3% | -10.7% |
| All | -3.9% | +45.2% | -49.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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