+43.8%
MCD vs GRAB
-72.8%
+116.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -5.0% | +3.3% | -1.5% |
| 30D | +14.1% | +11.3% | +2.8% | +13.8% |
| 3M | +0.6% | -12.4% | +13.0% | +0.8% |
| 6M | 0.0% | -10.7% | +10.8% | +0.2% |
| YTD | -9.3% | -35.1% | +25.8% | -8.7% |
| 1Y | -9.3% | -41.5% | +32.2% | -8.6% |
| 3Y | +8.6% | -2.7% | +11.3% | +8.0% |
| 5Y | +21.9% | -80.2% | +102.1% | +19.6% |
| All | +43.8% | -72.8% | +116.6% | +43.9% |
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