+44.7%
MCD vs GRAB
-72.8%
+117.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.4% |
| 7D | -1.6% | -6.9% | +5.3% | -1.4% |
| 30D | +16.0% | +8.7% | +7.3% | +15.8% |
| 3M | 0.0% | -10.2% | +10.2% | +0.1% |
| 6M | +0.9% | -11.0% | +11.9% | +1.1% |
| YTD | -8.7% | -35.1% | +26.4% | -8.1% |
| 1Y | -8.6% | -44.0% | +35.5% | -7.8% |
| 3Y | +9.9% | -0.9% | +10.8% | +9.2% |
| 5Y | +22.6% | -80.2% | +102.9% | +20.3% |
| All | +44.7% | -72.8% | +117.4% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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