+211.7%
MCD vs GPC
+85.6%
+126.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +7.1% | +1.6% | +5.6% | +6.6% |
| 30D | +19.8% | -2.1% | +21.8% | +20.5% |
| 3M | +0.8% | -6.8% | +7.6% | +2.9% |
| 6M | -1.3% | +18.6% | -19.9% | -7.0% |
| YTD | -7.8% | +2.7% | -10.4% | -10.0% |
| 1Y | -5.0% | +1.8% | -6.7% | -7.1% |
| 3Y | +10.5% | +1.1% | +9.5% | +5.1% |
| 5Y | +22.0% | +4.1% | +17.9% | +11.8% |
| All | +211.7% | +85.6% | +126.1% | +110.7% |
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