+193.4%
MCD vs GPC
+74.9%
+118.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +0.4% | -2.1% | -1.8% |
| 30D | +14.1% | -6.3% | +20.4% | +16.4% |
| 3M | +0.6% | -8.2% | +8.8% | +3.2% |
| 6M | 0.0% | +27.1% | -27.1% | -7.7% |
| YTD | -9.3% | +3.1% | -12.4% | -11.6% |
| 1Y | -9.3% | +0.1% | -9.4% | -10.8% |
| 3Y | +8.6% | +0.2% | +8.4% | +3.6% |
| 5Y | +21.9% | +4.9% | +17.0% | +11.5% |
| All | +193.4% | +74.9% | +118.6% | +99.2% |
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