+25.2%
MCD vs GTLB
-64.3%
+89.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.8% |
| 7D | +5.9% | -9.6% | +15.5% | +6.2% |
| 30D | +19.6% | -14.5% | +34.1% | +20.0% |
| 3M | +3.3% | +20.9% | -17.6% | +2.7% |
| 6M | +3.5% | +81.4% | -77.9% | +1.9% |
| YTD | -6.1% | +25.6% | -31.7% | -6.8% |
| 1Y | -3.7% | +3.4% | -7.1% | -4.0% |
| 3Y | +13.4% | +8.9% | +4.5% | +11.5% |
| 5Y | +25.2% | -64.0% | +89.1% | +20.7% |
| All | +25.2% | -64.3% | +89.5% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling