+211.3%
MCD vs GPC
+93.7%
+117.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.1% |
| 7D | +5.9% | +0.8% | +5.1% | +5.7% |
| 30D | +19.6% | -1.1% | +20.7% | +20.0% |
| 3M | +3.3% | -6.6% | +9.9% | +5.3% |
| 6M | +3.5% | +22.2% | -18.8% | -3.4% |
| YTD | -6.1% | +5.1% | -11.2% | -9.0% |
| 1Y | -3.7% | +2.8% | -6.5% | -6.1% |
| 3Y | +13.4% | +2.4% | +11.0% | +7.4% |
| 5Y | +25.2% | +7.8% | +17.4% | +13.4% |
| 10Y | +211.3% | +87.2% | +124.0% | +109.4% |
| All | +211.3% | +93.7% | +117.5% | +109.4% |
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