-1.5%
MCD vs GPN
-27.1%
+25.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | -2.0% | -0.7% | -1.3% | -2.0% |
| 30D | -6.1% | +3.8% | -10.0% | -6.6% |
| 3M | -7.3% | +39.2% | -46.4% | -10.4% |
| 6M | -20.9% | +17.9% | -38.8% | -22.6% |
| YTD | -14.7% | +16.4% | -31.0% | -16.5% |
| 1Y | -16.1% | +3.6% | -19.7% | -17.0% |
| 3Y | -1.5% | -26.7% | +25.2% | +0.9% |
| All | -1.5% | -27.1% | +25.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling