-17.3%
MCD vs GTLB
+14.4%
-31.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | -2.8% | +11.1% | -13.9% | -2.4% |
| 30D | -6.0% | +37.8% | -43.8% | -4.9% |
| 3M | -5.6% | +61.6% | -67.2% | -4.0% |
| 6M | -21.9% | +98.9% | -120.8% | -19.5% |
| YTD | -14.7% | +32.8% | -47.5% | -14.6% |
| 1Y | -17.3% | +14.7% | -31.9% | -18.7% |
| All | -17.3% | +14.4% | -31.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling