+6,511.4%
MCD vs GPC
+2,100.6%
+4,410.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +8.0% | +1.7% | +6.4% | +7.5% |
| 30D | +19.6% | -2.3% | +21.9% | +20.5% |
| 3M | +2.2% | -4.5% | +6.7% | +3.6% |
| 6M | -1.1% | +21.6% | -22.7% | -8.1% |
| YTD | -7.2% | +4.0% | -11.3% | -10.0% |
| 1Y | -6.7% | +3.5% | -10.2% | -9.4% |
| 3Y | +11.6% | +2.1% | +9.4% | +5.6% |
| 5Y | +22.6% | +5.5% | +17.2% | +12.5% |
| 10Y | +218.4% | +90.7% | +127.7% | +122.7% |
| All | +6,511.4% | +2,100.6% | +4,410.8% | +1,783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling