+177.5%
MCD vs GM
+242.0%
-64.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.7% |
| 7D | -2.5% | -1.1% | -1.5% | -2.4% |
| 30D | -7.0% | -3.4% | -3.6% | -6.4% |
| 3M | -9.8% | +8.7% | -18.5% | -11.4% |
| 6M | -21.8% | +15.4% | -37.2% | -24.4% |
| YTD | -15.6% | +6.6% | -22.2% | -17.3% |
| 1Y | -15.2% | +51.5% | -66.6% | -23.0% |
| 3Y | -2.6% | +169.3% | -171.9% | -24.3% |
| 5Y | +18.9% | +81.6% | -62.7% | -1.8% |
| All | +177.5% | +242.0% | -64.5% | +77.3% |
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