+19.4%
MCD vs GRAB
-71.6%
+90.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.8% |
| 7D | -2.9% | -13.9% | +11.0% | -2.6% |
| 30D | -6.7% | -17.2% | +10.4% | -6.4% |
| 3M | -9.6% | -7.9% | -1.7% | -9.4% |
| 6M | -22.3% | -23.2% | +0.9% | -21.9% |
| YTD | -15.4% | -39.1% | +23.6% | -14.7% |
| 1Y | -16.8% | -42.5% | +25.7% | -16.1% |
| 3Y | -2.4% | -18.3% | +15.9% | -2.6% |
| 5Y | +19.4% | -71.7% | +91.1% | +15.1% |
| All | +19.4% | -71.6% | +90.9% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling