+35.3%
MCD vs GRAB
-72.7%
+107.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.1% |
| 7D | -2.0% | -6.1% | +4.0% | -1.9% |
| 30D | -6.1% | -11.2% | +5.1% | -5.9% |
| 3M | -7.3% | -2.4% | -4.9% | -7.2% |
| 6M | -20.9% | -18.3% | -2.6% | -20.7% |
| YTD | -14.7% | -34.9% | +20.2% | -14.1% |
| 1Y | -16.1% | -37.4% | +21.3% | -15.6% |
| 3Y | -1.5% | -12.6% | +11.1% | -1.8% |
| 5Y | +20.4% | -69.7% | +90.2% | +18.0% |
| All | +35.3% | -72.7% | +107.9% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling