+13.4%
MCD vs GM
+233.4%
-220.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.4% |
| 7D | +5.9% | -0.3% | +6.3% | +6.0% |
| 30D | +19.6% | +8.4% | +11.3% | +18.8% |
| 3M | +3.3% | +2.6% | +0.7% | +2.9% |
| 6M | +3.5% | +14.3% | -10.8% | +2.3% |
| YTD | -6.1% | +11.0% | -17.1% | -7.1% |
| 1Y | -3.7% | +27.8% | -31.5% | -5.6% |
| 3Y | +13.4% | +246.7% | -233.3% | +10.3% |
| All | +13.4% | +233.4% | -220.1% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling