-1.5%
MCD vs GM
+171.2%
-172.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -6.1% | -1.8% | -4.3% | -6.0% |
| 3M | -7.3% | +2.6% | -9.9% | -7.5% |
| 6M | -20.9% | +14.6% | -35.5% | -21.8% |
| YTD | -14.7% | +6.2% | -20.9% | -15.2% |
| 1Y | -16.1% | +48.7% | -64.8% | -18.8% |
| 3Y | -1.5% | +168.3% | -169.8% | -8.5% |
| All | -1.5% | +171.2% | -172.7% | -8.5% |
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