+448.6%
MCD vs GM
+245.8%
+202.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.0% |
| 7D | +5.9% | -0.3% | +6.3% | +6.0% |
| 30D | +19.6% | +8.4% | +11.3% | +17.7% |
| 3M | +3.3% | +2.6% | +0.7% | +2.5% |
| 6M | +3.5% | +14.3% | -10.8% | +0.3% |
| YTD | -6.1% | +11.0% | -17.1% | -8.8% |
| 1Y | -3.7% | +27.8% | -31.5% | -9.1% |
| 3Y | +13.4% | +246.7% | -233.3% | -15.3% |
| 5Y | +25.2% | +59.6% | -34.4% | +7.7% |
| 10Y | +211.3% | +249.1% | -37.9% | +104.2% |
| All | +448.6% | +245.8% | +202.9% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling