+17.6%
MCD vs GILD
+142.1%
-124.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -1.2% | -4.8% | +3.6% | -0.2% |
| 30D | -7.8% | +5.8% | -13.5% | -9.0% |
| 3M | -10.7% | +14.9% | -25.6% | -13.6% |
| 6M | -21.3% | -0.4% | -20.9% | -21.5% |
| YTD | -15.8% | +18.5% | -34.3% | -19.4% |
| 1Y | -16.0% | +25.1% | -41.1% | -20.8% |
| 3Y | -3.0% | +105.9% | -108.9% | -21.0% |
| All | +17.6% | +142.1% | -124.5% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling