-10.0%
MCD vs GLXY
-41.9%
+31.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.8% | -0.4% |
| 7D | +7.1% | -14.6% | +21.8% | +6.7% |
| 30D | +19.8% | -36.2% | +55.9% | +18.7% |
| 3M | +0.8% | -30.1% | +30.9% | +0.3% |
| 6M | -1.3% | -56.1% | +54.8% | -2.2% |
| YTD | -7.8% | -38.9% | +31.2% | -8.3% |
| 1Y | -5.0% | -55.0% | +50.1% | -6.0% |
| All | -10.0% | -41.9% | +31.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling