0.0%
MCD vs GPN
+36.1%
-36.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.2% |
| 7D | -1.6% | -5.6% | +4.0% | -1.0% |
| 30D | +14.1% | +13.6% | +0.5% | +11.0% |
| 3M | +0.6% | -2.8% | +3.4% | +0.4% |
| 6M | 0.0% | +38.1% | -38.0% | -5.7% |
| All | 0.0% | +36.1% | -36.0% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling