+213.3%
MCD vs GPC
+85.0%
+128.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +7.3% | +0.4% | +6.9% | +7.2% |
| 30D | +20.0% | -1.8% | +21.8% | +20.5% |
| 3M | +3.8% | -6.6% | +10.4% | +5.9% |
| 6M | +3.8% | +21.3% | -17.6% | -2.9% |
| YTD | -5.9% | +4.3% | -10.1% | -8.6% |
| 1Y | -3.2% | +3.3% | -6.5% | -5.8% |
| 3Y | +13.3% | +0.8% | +12.5% | +7.9% |
| 5Y | +25.2% | +7.4% | +17.8% | +13.5% |
| 10Y | +213.3% | +79.2% | +134.1% | +110.3% |
| All | +213.3% | +85.0% | +128.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling