+21.6%
MCD vs GPC
+30.9%
-9.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | -6.0% | +6.0% | -12.0% | -7.2% |
| 3M | -5.6% | +42.6% | -48.2% | -12.5% |
| 6M | -21.9% | +22.8% | -44.6% | -25.5% |
| YTD | -14.7% | +15.5% | -30.2% | -18.2% |
| 1Y | -17.3% | +2.0% | -19.3% | -18.6% |
| 3Y | -2.2% | -1.4% | -0.7% | -4.3% |
| All | +21.6% | +30.9% | -9.3% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling