-11.4%
MCD vs GLXY
-38.8%
+27.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.8% |
| 7D | -1.6% | +5.3% | -6.9% | -1.4% |
| 30D | +14.1% | -19.8% | +33.9% | +13.7% |
| 3M | +0.6% | -31.4% | +32.0% | +0.1% |
| 6M | 0.0% | -53.3% | +53.3% | -0.7% |
| YTD | -9.3% | -35.7% | +26.4% | -9.6% |
| 1Y | -9.3% | -47.2% | +37.9% | -9.9% |
| All | -11.4% | -38.8% | +27.4% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling