-8.1%
MCD vs GM
+26.1%
-34.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -1.9% | -3.8% | +1.9% | -1.5% |
| 30D | +16.6% | +7.9% | +8.7% | +15.6% |
| 3M | +0.9% | -0.3% | +1.2% | +0.8% |
| 6M | +1.5% | +18.6% | -17.1% | -0.3% |
| YTD | -8.3% | +10.0% | -18.4% | -9.4% |
| 1Y | -8.1% | +25.9% | -34.0% | -12.2% |
| All | -8.1% | +26.1% | -34.2% | -12.2% |
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