-8.1%
MCD vs GLXY
-40.0%
+31.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.2% |
| 7D | +7.3% | -16.2% | +23.4% | +6.8% |
| 30D | +20.0% | -30.6% | +50.6% | +19.1% |
| 3M | +3.8% | -27.7% | +31.5% | +3.4% |
| 6M | +3.8% | -53.3% | +57.1% | +2.9% |
| YTD | -5.9% | -36.9% | +31.0% | -6.3% |
| 1Y | -3.2% | -55.6% | +52.4% | -4.2% |
| All | -8.1% | -40.0% | +31.8% | -9.8% |
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