+193.4%
MCD vs GM
+205.9%
-12.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | +14.1% | +3.6% | +10.6% | +13.2% |
| 3M | +0.6% | -0.2% | +0.9% | +0.4% |
| 6M | 0.0% | +13.9% | -13.9% | -3.1% |
| YTD | -9.3% | +6.5% | -15.7% | -11.3% |
| 1Y | -9.3% | +20.7% | -30.0% | -13.6% |
| 3Y | +8.6% | +229.5% | -220.9% | -19.9% |
| 5Y | +21.9% | +41.5% | -19.6% | +7.9% |
| All | +193.4% | +205.9% | -12.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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