+398.4%
MCD vs GM
+238.5%
+160.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -2.8% | +1.9% | -4.8% | -3.2% |
| 30D | -6.0% | -1.4% | -4.7% | -5.8% |
| 3M | -5.6% | +5.9% | -11.5% | -6.8% |
| 6M | -21.9% | +12.4% | -34.2% | -24.0% |
| YTD | -14.7% | +8.6% | -23.3% | -16.7% |
| 1Y | -17.3% | +52.6% | -69.9% | -24.7% |
| 3Y | -2.2% | +169.7% | -171.8% | -22.8% |
| 5Y | +20.3% | +87.5% | -67.3% | -0.4% |
| 10Y | +180.7% | +233.0% | -52.3% | +86.1% |
| All | +398.4% | +238.5% | +160.0% | +209.5% |
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 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