-15.0%
MCD vs GM
+46.0%
-61.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | -6.7% | -4.6% | -2.2% | -6.4% |
| 3M | -9.6% | +0.2% | -9.8% | -9.5% |
| 6M | -22.3% | +12.6% | -34.9% | -23.1% |
| YTD | -15.4% | +3.7% | -19.1% | -15.8% |
| All | -15.0% | +46.0% | -61.0% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling